+211.3%
HST vs JAAA
+30.2%
+181.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | +14.5% | +0.4% | +14.1% | +13.4% |
| 3M | +15.4% | +1.2% | +14.2% | +12.4% |
| 6M | +22.0% | +2.3% | +19.7% | +15.9% |
| YTD | +54.9% | +3.9% | +50.9% | +42.2% |
| 1Y | +54.0% | +4.8% | +49.2% | +39.1% |
| 3Y | +90.4% | +18.5% | +72.0% | +48.9% |
| 5Y | +84.2% | +27.5% | +56.7% | +28.9% |
| All | +211.3% | +30.2% | +181.1% | +108.1% |
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