+398.8%
HL vs JAAA
+18.9%
+379.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.9% |
| 7D | -5.6% | +0.1% | -5.7% | -5.8% |
| 30D | +12.7% | +0.4% | +12.3% | +11.4% |
| 3M | +42.5% | +1.2% | +41.3% | +37.8% |
| 6M | -9.0% | +2.7% | -11.7% | -15.4% |
| YTD | +4.4% | +3.2% | +1.2% | -3.9% |
| 1Y | +82.7% | +4.8% | +77.8% | +62.2% |
| All | +398.8% | +18.9% | +379.9% | +258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling