+21.5%
JD vs HST
+92.5%
-71.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | -1.0% | -0.6% | -1.4% |
| 30D | -13.2% | -12.3% | -0.9% | -9.8% |
| 3M | -3.2% | -6.4% | +3.2% | -1.5% |
| 6M | +15.2% | +15.0% | +0.2% | +9.9% |
| YTD | +2.0% | +30.5% | -28.5% | -6.5% |
| 1Y | -5.4% | +35.7% | -41.0% | -14.5% |
| 3Y | -9.1% | +68.4% | -77.5% | -24.2% |
| 5Y | -59.6% | +73.1% | -132.7% | -66.7% |
| All | +21.5% | +92.5% | -71.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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