+1,738.9%
HST vs JBL
+42,747.1%
-41,008.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.3% | +4.0% | -4.3% | -1.2% |
| 30D | -2.8% | -7.5% | +4.7% | -1.4% |
| 3M | -6.5% | -14.1% | +7.6% | -4.2% |
| 6M | +20.7% | +25.9% | -5.2% | +13.1% |
| YTD | +30.5% | +36.7% | -6.2% | +19.7% |
| 1Y | +36.8% | +49.0% | -12.2% | +22.5% |
| 3Y | +65.9% | +191.8% | -125.9% | +25.1% |
| 5Y | +73.9% | +409.8% | -335.9% | +16.0% |
| 10Y | +107.0% | +1,509.2% | -1,402.2% | +8.7% |
| All | +1,738.9% | +42,747.1% | -41,008.2% | +586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling