+206.4%
HST vs JAAA
+30.2%
+176.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.6% | +0.1% | +3.5% | +3.4% |
| 30D | +9.9% | +0.4% | +9.5% | +8.9% |
| 3M | +12.9% | +1.2% | +11.7% | +9.9% |
| 6M | +22.9% | +2.3% | +20.6% | +16.8% |
| YTD | +52.4% | +4.0% | +48.5% | +39.9% |
| 1Y | +52.5% | +4.8% | +47.7% | +37.7% |
| 3Y | +87.4% | +18.5% | +68.9% | +46.5% |
| 5Y | +82.9% | +27.5% | +55.5% | +28.0% |
| All | +206.4% | +30.2% | +176.1% | +104.6% |
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 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