+263.4%
THC vs JAAA
+27.4%
+236.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.5% | +0.1% | +7.4% | +7.3% |
| 30D | +9.6% | +0.4% | +9.2% | +8.7% |
| 3M | +10.3% | +1.1% | +9.1% | +7.7% |
| 6M | +51.8% | +2.3% | +49.5% | +45.0% |
| YTD | +45.4% | +3.9% | +41.5% | +34.4% |
| 1Y | +40.8% | +4.8% | +36.0% | +27.7% |
| 3Y | +448.8% | +18.4% | +430.4% | +304.9% |
| 5Y | +263.4% | +27.4% | +236.0% | +130.9% |
| All | +263.4% | +27.4% | +236.0% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling