+122.6%
HST vs JBL
+1,176.2%
-1,053.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +3.6% | +10.0% | -6.4% | -0.4% |
| 30D | +9.9% | -18.2% | +28.1% | +18.5% |
| 3M | +12.9% | -29.0% | +41.9% | +27.7% |
| 6M | +22.9% | -25.9% | +48.7% | +33.9% |
| YTD | +52.4% | +14.1% | +38.3% | +34.3% |
| 1Y | +52.5% | +21.7% | +30.9% | +30.1% |
| 3Y | +87.4% | +103.8% | -16.4% | +15.6% |
| 5Y | +82.9% | +310.0% | -227.1% | -25.8% |
| All | +122.6% | +1,176.2% | -1,053.6% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling