+32.5%
JD vs HAS
+102.6%
-70.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +5.2% | +3.3% | +1.9% | +4.1% |
| 30D | +4.5% | +30.5% | -26.0% | -4.5% |
| 3M | -15.4% | +29.9% | -45.3% | -22.8% |
| 6M | -6.0% | +26.5% | -32.6% | -14.0% |
| YTD | +2.2% | +51.9% | -49.8% | -12.6% |
| 1Y | -6.7% | +60.9% | -67.6% | -21.8% |
| 3Y | +20.5% | +215.0% | -194.5% | -22.2% |
| 5Y | -58.4% | +51.5% | -109.9% | -65.9% |
| 10Y | +32.5% | +102.2% | -69.8% | -4.9% |
| All | +32.5% | +102.6% | -70.1% | -4.9% |
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