+163.4%
HST vs JAAA
+29.3%
+134.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -0.7% | +0.4% | -1.1% | -1.6% |
| 3M | -4.0% | +1.2% | -5.2% | -6.6% |
| 6M | +20.7% | +2.7% | +18.0% | +13.8% |
| YTD | +31.0% | +3.2% | +27.9% | +22.4% |
| 1Y | +36.2% | +4.8% | +31.4% | +23.2% |
| 3Y | +66.6% | +19.0% | +47.7% | +31.0% |
| 5Y | +75.8% | +26.8% | +49.0% | +24.7% |
| All | +163.4% | +29.3% | +134.2% | +79.0% |
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