+216.4%
HRB vs JAAA
+29.3%
+187.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | -0.8% | +0.5% | -1.3% | -0.8% |
| 3M | +19.1% | +1.2% | +17.8% | +19.0% |
| 6M | +48.7% | +2.7% | +46.0% | +48.5% |
| YTD | +7.1% | +3.2% | +3.9% | +7.0% |
| 1Y | -8.3% | +4.8% | -13.1% | -8.4% |
| 3Y | +25.8% | +19.0% | +6.8% | +30.9% |
| 5Y | +111.1% | +26.8% | +84.3% | +120.1% |
| All | +216.4% | +29.3% | +187.1% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling