+9.2%
JPM vs HAS
+62.1%
-52.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -2.5% | +2.0% | -4.5% | -2.8% |
| 30D | +2.7% | +30.9% | -28.2% | -1.2% |
| 3M | -4.7% | +28.8% | -33.4% | -8.2% |
| 6M | +15.6% | +32.3% | -16.8% | +10.6% |
| YTD | +8.6% | +54.7% | -46.1% | -4.4% |
| All | +9.2% | +62.1% | -52.9% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling