+37.6%
JHAI vs SPY
+20.9%
+16.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -0.8% |
| 7D | -0.9% | -0.8% | -0.1% | +0.6% |
| 30D | -3.4% | -1.1% | -2.3% | -1.4% |
| 3M | -0.3% | +3.9% | -4.2% | -6.9% |
| 6M | +24.9% | +13.6% | +11.3% | +0.6% |
| YTD | +25.1% | +12.7% | +12.4% | +2.6% |
| 1Y | +29.0% | +17.5% | +11.5% | -0.4% |
| All | +37.6% | +20.9% | +16.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling