+929.7%
THC vs JAAA
+30.2%
+899.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.3% |
| 7D | +8.8% | +0.1% | +8.8% | +8.6% |
| 30D | +10.0% | +0.4% | +9.6% | +9.0% |
| 3M | +11.7% | +1.2% | +10.5% | +8.7% |
| 6M | +52.5% | +2.3% | +50.2% | +44.7% |
| YTD | +46.1% | +3.9% | +42.1% | +33.7% |
| 1Y | +49.1% | +4.8% | +44.3% | +33.9% |
| 3Y | +439.6% | +18.5% | +421.2% | +277.6% |
| 5Y | +263.2% | +27.5% | +235.7% | +117.1% |
| All | +929.7% | +30.2% | +899.5% | +371.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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