+54.3%
JD vs HAS
+156.8%
-102.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.1% |
| 30D | -13.2% | +2.3% | -15.4% | -13.9% |
| 3M | -3.2% | +10.4% | -13.5% | -6.6% |
| 6M | +15.2% | -3.2% | +18.5% | +15.3% |
| YTD | +2.0% | +15.4% | -13.4% | -3.9% |
| 1Y | -5.4% | +18.8% | -24.2% | -11.8% |
| 3Y | -9.1% | +43.9% | -53.0% | -22.7% |
| 5Y | -59.6% | +13.9% | -73.5% | -63.4% |
| 10Y | +26.2% | +56.4% | -30.2% | -2.0% |
| All | +54.3% | +156.8% | -102.5% | +10.0% |
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