+28.5%
HYG vs JAAA
+29.3%
-0.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -0.6% | +0.4% | -1.0% | -0.9% |
| 3M | +0.4% | +1.2% | -0.8% | -0.4% |
| 6M | +1.2% | +2.7% | -1.4% | -0.6% |
| YTD | +1.5% | +3.2% | -1.7% | -0.7% |
| 1Y | +3.2% | +4.8% | -1.6% | -0.1% |
| 3Y | +25.9% | +19.0% | +6.9% | +15.1% |
| 5Y | +18.6% | +26.8% | -8.2% | +4.4% |
| All | +28.5% | +29.3% | -0.8% | +11.8% |
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