-61.3%
JD vs HST
+74.0%
-135.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | -1.0% | -0.6% | -1.3% |
| 30D | -13.2% | -12.3% | -0.9% | -8.5% |
| 3M | -3.2% | -6.4% | +3.2% | -0.9% |
| 6M | +15.2% | +15.0% | +0.2% | +7.5% |
| YTD | +2.0% | +30.5% | -28.5% | -10.2% |
| 1Y | -5.4% | +35.7% | -41.0% | -18.4% |
| 3Y | -9.1% | +68.4% | -77.5% | -31.6% |
| All | -61.3% | +74.0% | -135.2% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling