+583.6%
JPM vs HAS
+53.3%
+530.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | -0.4% | -3.1% | +2.7% | +0.5% |
| 30D | -1.1% | -2.7% | +1.6% | -0.4% |
| 3M | +14.1% | +8.9% | +5.2% | +10.9% |
| 6M | +23.3% | -2.9% | +26.2% | +23.2% |
| YTD | +11.3% | +12.6% | -1.4% | +6.0% |
| 1Y | +23.0% | +17.5% | +5.5% | +15.4% |
| 3Y | +162.6% | +46.2% | +116.3% | +123.2% |
| 5Y | +152.8% | +12.6% | +140.2% | +131.2% |
| 10Y | +583.6% | +55.7% | +528.0% | +445.2% |
| All | +583.6% | +53.3% | +530.4% | +445.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling