+506.0%
JPM vs HAS
+106.1%
+399.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.8% |
| 7D | +0.4% | +2.2% | -1.7% | -0.1% |
| 30D | +2.7% | +29.6% | -26.8% | -5.0% |
| 3M | -3.8% | +30.3% | -34.1% | -11.3% |
| 6M | +14.3% | +25.6% | -11.3% | +5.9% |
| YTD | +8.2% | +50.8% | -42.6% | -5.7% |
| 1Y | +11.0% | +63.0% | -52.0% | -5.6% |
| 3Y | +152.7% | +211.6% | -58.9% | +68.3% |
| 5Y | +130.8% | +50.4% | +80.4% | +93.8% |
| 10Y | +506.0% | +101.9% | +404.1% | +336.5% |
| All | +506.0% | +106.1% | +399.9% | +336.5% |
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