+56.4%
JD vs HAS
+231.7%
-175.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.8% |
| 7D | +11.7% | 0.0% | +11.8% | +11.7% |
| 30D | +8.1% | +31.3% | -23.2% | -1.1% |
| 3M | -12.0% | +32.1% | -44.1% | -19.8% |
| 6M | -3.5% | +28.1% | -31.6% | -11.7% |
| YTD | +3.3% | +49.1% | -45.7% | -10.5% |
| 1Y | -7.4% | +60.5% | -68.0% | -21.9% |
| 3Y | +16.6% | +183.9% | -167.3% | -20.6% |
| 5Y | -57.9% | +51.2% | -109.1% | -65.2% |
| 10Y | +32.6% | +105.3% | -72.7% | -5.7% |
| All | +56.4% | +231.7% | -175.3% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling