+228.7%
HL vs JAAA
+26.5%
+202.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -4.4% | +0.1% | -4.4% | -4.5% |
| 30D | +9.3% | +0.5% | +8.8% | +8.5% |
| 3M | +32.0% | +1.3% | +30.7% | +29.6% |
| 6M | -6.4% | +2.8% | -9.2% | -10.0% |
| YTD | +3.1% | +3.3% | -0.1% | -1.3% |
| 1Y | +77.6% | +4.9% | +72.6% | +66.6% |
| 3Y | +392.8% | +19.0% | +373.9% | +311.1% |
| All | +228.7% | +26.5% | +202.2% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling