+340.8%
HPE vs JAAA
+26.8%
+314.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.4% | +0.1% | +1.4% | +1.2% |
| 30D | +1.5% | +0.4% | +1.1% | +0.3% |
| 3M | +21.7% | +1.2% | +20.5% | +17.7% |
| 6M | +164.2% | +2.7% | +161.5% | +145.5% |
| YTD | +132.1% | +3.2% | +128.9% | +112.8% |
| 1Y | +130.6% | +4.8% | +125.8% | +102.8% |
| 3Y | +244.1% | +19.0% | +225.2% | +152.4% |
| 5Y | +340.8% | +26.8% | +314.0% | +193.4% |
| All | +340.8% | +26.8% | +314.0% | +193.4% |
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 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