+1,105.4%
HWM vs JAAA
+30.3%
+1,075.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | +7.3% | +0.1% | +7.2% | +7.1% |
| 30D | +1.6% | +0.4% | +1.2% | +0.8% |
| 3M | -21.9% | +1.2% | -23.1% | -23.6% |
| 6M | -19.0% | +2.3% | -21.4% | -22.5% |
| YTD | +7.9% | +4.0% | +3.9% | +0.2% |
| 1Y | +9.9% | +4.8% | +5.1% | +0.6% |
| 3Y | +342.1% | +18.4% | +323.7% | +262.9% |
| 5Y | +600.8% | +27.5% | +573.3% | +454.2% |
| All | +1,105.4% | +30.3% | +1,075.2% | +684.5% |
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