-58.4%
JD vs HST
+82.0%
-140.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.3% |
| 7D | +5.2% | +0.6% | +4.6% | +4.7% |
| 30D | +4.5% | +14.5% | -10.0% | -1.6% |
| 3M | -15.4% | +15.4% | -30.8% | -20.7% |
| 6M | -6.0% | +22.0% | -28.0% | -14.6% |
| YTD | +2.2% | +54.9% | -52.7% | -16.8% |
| 1Y | -6.7% | +54.0% | -60.6% | -23.9% |
| 3Y | +20.5% | +90.4% | -69.9% | -14.2% |
| 5Y | -58.4% | +84.2% | -142.7% | -72.6% |
| All | -58.4% | +82.0% | -140.4% | -72.6% |
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 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