+32.3%
JD vs HAS
+99.1%
-66.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -0.6% |
| 7D | -4.0% | +1.6% | -5.6% | -4.6% |
| 30D | +2.7% | +26.6% | -24.0% | -5.3% |
| 3M | -13.0% | +29.0% | -42.0% | -20.4% |
| 6M | -12.7% | +30.6% | -43.3% | -20.9% |
| YTD | -0.8% | +51.5% | -52.3% | -15.1% |
| 1Y | -8.9% | +58.5% | -67.4% | -23.3% |
| 3Y | +17.0% | +214.1% | -197.1% | -24.5% |
| 5Y | -63.5% | +50.2% | -113.7% | -70.0% |
| All | +32.3% | +99.1% | -66.7% | -5.9% |
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