+16.9%
HON vs JAAA
+18.9%
-2.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.9% |
| 30D | -11.9% | +0.4% | -12.3% | -13.2% |
| 3M | -6.1% | +1.2% | -7.3% | -9.8% |
| 6M | -19.2% | +2.7% | -21.9% | -26.0% |
| YTD | +0.2% | +3.2% | -3.0% | -9.8% |
| 1Y | -1.5% | +4.8% | -6.3% | -16.0% |
| All | +16.9% | +18.9% | -2.0% | -13.4% |
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