+465.0%
JPM vs HAS
+97.5%
+367.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.2% |
| 7D | +3.5% | +1.4% | +2.1% | +3.1% |
| 30D | +3.3% | +26.3% | -23.0% | -3.8% |
| 3M | -4.2% | +25.6% | -29.8% | -10.6% |
| 6M | +16.4% | +30.3% | -13.9% | +6.7% |
| YTD | +9.5% | +50.4% | -40.8% | -4.5% |
| 1Y | +14.0% | +57.7% | -43.7% | -2.0% |
| 3Y | +153.1% | +213.4% | -60.3% | +68.4% |
| 5Y | +134.9% | +49.1% | +85.8% | +97.9% |
| All | +465.0% | +97.5% | +367.4% | +311.5% |
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