+254.6%
HLT vs JAAA
+29.4%
+225.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -5.0% | +0.5% | -5.6% | -6.0% |
| 3M | -10.4% | +1.3% | -11.7% | -12.6% |
| 6M | +3.2% | +2.8% | +0.5% | -2.2% |
| YTD | +6.7% | +3.3% | +3.5% | +0.3% |
| 1Y | +10.3% | +4.9% | +5.3% | +0.6% |
| 3Y | +99.3% | +19.0% | +80.4% | +59.8% |
| 5Y | +143.7% | +26.9% | +116.8% | +79.7% |
| All | +254.6% | +29.4% | +225.2% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling