-62.4%
JD vs HAS
+48.2%
-110.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -4.1% | +1.4% | -5.5% | -4.6% |
| 30D | +4.6% | +26.3% | -21.7% | -3.8% |
| 3M | -4.7% | +25.6% | -30.3% | -12.3% |
| 6M | -17.4% | +30.3% | -47.6% | -25.4% |
| YTD | +0.7% | +50.4% | -49.6% | -14.7% |
| 1Y | -5.9% | +57.7% | -63.6% | -21.8% |
| 3Y | +18.9% | +213.4% | -194.5% | -29.1% |
| All | -62.4% | +48.2% | -110.6% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling