+28.9%
JD vs HAS
+106.1%
-77.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | +7.9% | +2.2% | +5.7% | +7.1% |
| 30D | +4.8% | +29.6% | -24.8% | -4.1% |
| 3M | -13.9% | +30.3% | -44.2% | -21.5% |
| 6M | -5.8% | +25.6% | -31.4% | -13.5% |
| YTD | +2.4% | +50.8% | -48.4% | -12.2% |
| 1Y | -7.5% | +63.0% | -70.6% | -22.9% |
| 3Y | +20.9% | +211.6% | -190.7% | -21.7% |
| 5Y | -58.0% | +50.4% | -108.4% | -65.5% |
| 10Y | +28.9% | +101.9% | -73.0% | -7.0% |
| All | +28.9% | +106.1% | -77.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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