+244.5%
THC vs JAAA
+26.4%
+218.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.6% | +0.1% | -2.6% | -2.8% |
| 30D | -1.2% | +0.5% | -1.6% | -2.1% |
| 3M | +58.9% | +1.2% | +57.7% | +55.1% |
| 6M | +9.3% | +2.8% | +6.5% | +3.4% |
| YTD | +30.4% | +3.2% | +27.2% | +22.3% |
| 1Y | +34.6% | +4.8% | +29.8% | +22.0% |
| 3Y | +246.7% | +19.0% | +227.7% | +156.4% |
| 5Y | +244.5% | +26.8% | +217.7% | +120.7% |
| All | +244.5% | +26.4% | +218.1% | +120.7% |
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 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