+216.3%
HRB vs JAAA
+29.4%
+186.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -8.0% | +0.1% | -8.1% | -8.0% |
| 30D | -16.0% | +0.5% | -16.5% | -16.0% |
| 3M | +26.9% | +1.3% | +25.6% | +26.8% |
| 6M | +51.1% | +2.8% | +48.3% | +50.9% |
| YTD | +7.1% | +3.3% | +3.8% | +7.0% |
| 1Y | -9.6% | +4.9% | -14.5% | -9.7% |
| 3Y | +25.4% | +19.0% | +6.4% | +30.4% |
| 5Y | +114.9% | +26.9% | +88.0% | +124.1% |
| All | +216.3% | +29.4% | +186.9% | +211.7% |
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