+36.0%
HSY vs JAAA
+29.4%
+6.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -5.2% | +0.5% | -5.7% | -5.3% |
| 3M | -3.4% | +1.3% | -4.7% | -3.7% |
| 6M | -19.2% | +2.8% | -22.0% | -19.7% |
| YTD | -2.6% | +3.3% | -5.9% | -3.4% |
| 1Y | -3.8% | +4.9% | -8.7% | -5.0% |
| 3Y | -10.6% | +19.0% | -29.6% | -15.1% |
| 5Y | +12.3% | +26.9% | -14.6% | +4.9% |
| All | +36.0% | +29.4% | +6.7% | +20.5% |
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