+30.5%
JD vs HST
+142.8%
-112.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +13.4% | -2.7% | +16.0% | +14.2% |
| 30D | +7.7% | +10.7% | -3.0% | +4.3% |
| 3M | -11.3% | +6.3% | -17.5% | -13.1% |
| 6M | -5.1% | +19.0% | -24.1% | -10.5% |
| YTD | +5.0% | +47.0% | -42.0% | -7.3% |
| 1Y | -5.6% | +53.4% | -59.1% | -17.9% |
| 3Y | +17.8% | +78.0% | -60.2% | -3.6% |
| 5Y | -57.2% | +71.7% | -128.9% | -65.0% |
| All | +30.5% | +142.8% | -112.3% | +14.7% |
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