+30.5%
JD vs HAS
+101.4%
-70.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | +13.4% | -0.2% | +13.5% | +13.4% |
| 30D | +7.7% | +31.0% | -23.3% | -1.7% |
| 3M | -11.3% | +30.7% | -41.9% | -19.1% |
| 6M | -5.1% | +23.9% | -29.1% | -12.5% |
| YTD | +5.0% | +48.3% | -43.3% | -9.4% |
| 1Y | -5.6% | +60.2% | -65.9% | -20.8% |
| 3Y | +17.8% | +189.2% | -171.4% | -21.7% |
| 5Y | -57.2% | +50.4% | -107.6% | -64.8% |
| All | +30.5% | +101.4% | -70.9% | -4.3% |
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