+124.0%
JPM vs HAS
+50.4%
+73.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +1.5% | +31.0% | -29.5% | -4.0% |
| 3M | -5.7% | +30.7% | -36.3% | -10.7% |
| 6M | +7.2% | +23.9% | -16.7% | +2.2% |
| YTD | +5.8% | +48.3% | -42.5% | -3.3% |
| 1Y | +8.8% | +60.2% | -51.4% | -2.2% |
| 3Y | +147.4% | +189.2% | -41.8% | +90.0% |
| All | +124.0% | +50.4% | +73.6% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling