+645.2%
HWM vs JAAA
+26.7%
+618.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -8.0% | +0.1% | -8.1% | -8.2% |
| 30D | -18.0% | +0.5% | -18.5% | -18.7% |
| 3M | -9.5% | +1.2% | -10.7% | -11.5% |
| 6M | -8.4% | +2.7% | -11.1% | -12.6% |
| YTD | +13.6% | +3.2% | +10.4% | +7.5% |
| 1Y | +30.2% | +4.8% | +25.4% | +20.2% |
| 3Y | +392.2% | +19.0% | +373.2% | +328.5% |
| 5Y | +645.2% | +26.8% | +618.4% | +536.7% |
| All | +645.2% | +26.7% | +618.5% | +536.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling