+75.6%
HST vs JBL
+20.8%
+54.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.7% |
| 7D | +3.3% | -11.1% | +14.5% | +4.5% |
| 30D | +16.4% | -14.1% | +30.4% | +18.0% |
| 3M | +5.5% | -23.9% | +29.4% | +8.0% |
| 6M | +31.1% | -24.1% | +55.2% | +33.5% |
| YTD | +55.9% | +13.5% | +42.5% | +45.3% |
| 1Y | +75.6% | +23.7% | +51.9% | +59.1% |
| All | +75.6% | +20.8% | +54.8% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling