+56.4%
JD vs HST
+94.1%
-37.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.7% | +8.9% | +5.0% |
| 7D | +11.7% | -4.2% | +15.9% | +13.1% |
| 30D | +8.1% | +9.6% | -1.5% | +4.8% |
| 3M | -12.0% | -1.1% | -10.9% | -12.0% |
| 6M | -3.5% | +21.1% | -24.6% | -9.7% |
| YTD | +3.3% | +47.1% | -43.7% | -9.3% |
| 1Y | -7.4% | +64.0% | -71.4% | -21.7% |
| 3Y | +16.6% | +77.1% | -60.5% | -5.2% |
| 5Y | -57.9% | +71.8% | -129.6% | -65.8% |
| 10Y | +32.6% | +146.3% | -113.7% | -8.2% |
| All | +56.4% | +94.1% | -37.7% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling