+109.0%
HST vs JBL
+1,558.3%
-1,449.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -1.6% |
| 7D | +0.9% | +2.4% | -1.6% | -0.2% |
| 30D | -2.5% | -13.1% | +10.7% | +2.8% |
| 3M | -5.1% | -15.6% | +10.5% | -0.1% |
| 6M | +21.6% | +24.6% | -2.9% | +6.2% |
| YTD | +31.6% | +39.6% | -8.0% | +8.3% |
| 1Y | +36.1% | +48.6% | -12.5% | +7.4% |
| 3Y | +66.5% | +197.3% | -130.8% | -13.4% |
| 5Y | +76.6% | +413.0% | -336.4% | -33.7% |
| All | +109.0% | +1,558.3% | -1,449.3% | -52.7% |
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