+162.4%
HST vs JAAA
+29.3%
+133.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.4% |
| 30D | -12.3% | +0.5% | -12.8% | -13.3% |
| 3M | -6.4% | +1.3% | -7.6% | -9.0% |
| 6M | +15.0% | +2.7% | +12.3% | +8.5% |
| YTD | +30.5% | +3.2% | +27.3% | +21.9% |
| 1Y | +35.7% | +4.9% | +30.7% | +22.4% |
| 3Y | +68.4% | +19.0% | +49.4% | +32.3% |
| 5Y | +73.1% | +26.8% | +46.3% | +22.8% |
| All | +162.4% | +29.3% | +133.1% | +78.3% |
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