+834.6%
THC vs JAAA
+29.3%
+805.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +1.5% | +0.4% | +1.1% | +0.5% |
| 3M | +59.9% | +1.2% | +58.7% | +55.6% |
| 6M | +11.0% | +2.7% | +8.3% | +4.6% |
| YTD | +32.6% | +3.2% | +29.4% | +23.4% |
| 1Y | +37.4% | +4.8% | +32.6% | +23.1% |
| 3Y | +252.5% | +19.0% | +233.6% | +145.8% |
| 5Y | +262.3% | +26.8% | +235.6% | +118.2% |
| All | +834.6% | +29.3% | +805.3% | +334.9% |
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