-61.3%
JD vs HAS
+13.4%
-74.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.0% |
| 30D | -13.2% | +2.3% | -15.4% | -14.0% |
| 3M | -3.2% | +10.4% | -13.5% | -7.0% |
| 6M | +15.2% | -3.2% | +18.5% | +15.4% |
| YTD | +2.0% | +15.4% | -13.4% | -4.8% |
| 1Y | -5.4% | +18.8% | -24.2% | -12.9% |
| 3Y | -9.1% | +43.9% | -53.0% | -23.4% |
| All | -61.3% | +13.4% | -74.7% | -62.2% |
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