+34.5%
HON vs JAAA
+29.4%
+5.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.5% | +0.1% | -3.5% | -3.6% |
| 30D | -13.8% | +0.5% | -14.3% | -14.4% |
| 3M | -11.7% | +1.3% | -12.9% | -13.2% |
| 6M | -18.7% | +2.8% | -21.5% | -21.8% |
| YTD | +0.2% | +3.3% | -3.0% | -4.1% |
| 1Y | -3.1% | +4.9% | -8.0% | -9.2% |
| 3Y | +17.0% | +19.0% | -2.0% | +0.4% |
| 5Y | +2.0% | +26.9% | -24.9% | -16.2% |
| All | +34.5% | +29.4% | +5.2% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling