+36.8%
HSY vs JAAA
+30.3%
+6.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +6.1% | +0.4% | +5.7% | +6.0% |
| 3M | -5.6% | +1.2% | -6.8% | -5.9% |
| 6M | -9.5% | +2.3% | -11.9% | -10.0% |
| YTD | -2.1% | +4.0% | -6.1% | -3.0% |
| 1Y | +0.8% | +4.8% | -4.0% | -0.5% |
| 3Y | -2.1% | +18.4% | -20.6% | -6.8% |
| 5Y | +11.2% | +27.5% | -16.3% | +3.9% |
| All | +36.8% | +30.3% | +6.5% | +20.9% |
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 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