+684.8%
HPE vs JAAA
+29.4%
+655.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.4% | +12.2% |
| 7D | +19.4% | +0.1% | +19.3% | +19.2% |
| 30D | +5.6% | +0.5% | +5.1% | +4.3% |
| 3M | +33.1% | +1.3% | +31.8% | +28.9% |
| 6M | +192.5% | +2.8% | +189.7% | +173.4% |
| YTD | +160.9% | +3.3% | +157.7% | +141.3% |
| 1Y | +155.0% | +4.9% | +150.0% | +127.1% |
| 3Y | +289.4% | +19.0% | +270.4% | +198.9% |
| 5Y | +395.7% | +26.9% | +368.8% | +248.9% |
| All | +684.8% | +29.4% | +655.5% | +403.1% |
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