+840.2%
THC vs JAAA
+29.3%
+811.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.4% |
| 7D | -0.7% | +0.2% | -0.8% | -1.1% |
| 30D | +1.3% | +0.5% | +0.7% | 0.0% |
| 3M | +64.2% | +1.3% | +63.0% | +59.6% |
| 6M | +8.3% | +2.7% | +5.6% | +2.1% |
| YTD | +33.4% | +3.2% | +30.2% | +24.2% |
| 1Y | +37.7% | +4.9% | +32.7% | +23.1% |
| 3Y | +236.8% | +19.0% | +217.8% | +134.6% |
| 5Y | +249.3% | +26.8% | +222.5% | +110.2% |
| All | +840.2% | +29.3% | +811.0% | +337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling