+479.1%
JPM vs HST
+143.2%
+335.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.2% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +2.7% | +14.5% | -11.8% | -3.6% |
| 3M | -4.5% | +15.4% | -19.9% | -10.8% |
| 6M | +14.3% | +22.0% | -7.7% | +3.5% |
| YTD | +8.2% | +54.9% | -46.6% | -12.7% |
| 1Y | +10.0% | +54.0% | -43.9% | -11.1% |
| 3Y | +149.0% | +90.4% | +58.5% | +78.4% |
| 5Y | +131.0% | +84.2% | +46.8% | +60.4% |
| 10Y | +479.1% | +144.6% | +334.5% | +211.4% |
| All | +479.1% | +143.2% | +335.8% | +211.4% |
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 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