+261.2%
THC vs JAAA
+18.9%
+242.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.3% |
| 7D | -0.7% | +0.2% | -0.8% | -1.3% |
| 30D | +1.3% | +0.5% | +0.7% | -0.6% |
| 3M | +64.2% | +1.3% | +63.0% | +57.3% |
| 6M | +8.3% | +2.7% | +5.6% | -0.9% |
| YTD | +33.4% | +3.2% | +30.2% | +19.7% |
| 1Y | +37.7% | +4.9% | +32.7% | +15.6% |
| All | +261.2% | +18.9% | +242.3% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling