-5.9%
JD vs HST
+53.2%
-59.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.1% | +3.6% | -7.7% | -4.6% |
| 30D | +4.6% | +11.2% | -6.6% | +2.3% |
| 3M | -4.7% | +13.1% | -17.8% | -7.2% |
| 6M | -17.4% | +23.9% | -41.3% | -21.8% |
| YTD | +0.7% | +52.3% | -51.6% | -10.5% |
| 1Y | -5.9% | +56.7% | -62.5% | -16.9% |
| All | -5.9% | +53.2% | -59.1% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling