+18.7%
HPQ vs JAAA
+4.9%
+13.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +1.8% |
| 7D | +6.9% | +0.2% | +6.8% | +6.1% |
| 30D | +14.4% | +0.5% | +13.9% | +11.4% |
| 3M | +25.6% | +1.3% | +24.4% | +17.6% |
| 6M | +75.0% | +2.7% | +72.4% | +58.5% |
| YTD | +50.7% | +3.2% | +47.5% | +32.3% |
| 1Y | +18.7% | +4.9% | +13.7% | -10.9% |
| All | +18.7% | +4.9% | +13.8% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling