+592.1%
JPM vs HST
+101.1%
+491.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.4% | -2.8% | +1.4% | -0.2% |
| 3M | +13.9% | -6.5% | +20.4% | +17.1% |
| 6M | +23.5% | +20.7% | +2.8% | +12.3% |
| YTD | +11.6% | +30.5% | -18.8% | -2.2% |
| 1Y | +21.4% | +36.8% | -15.4% | +3.5% |
| 3Y | +163.4% | +65.9% | +97.6% | +101.3% |
| 5Y | +152.5% | +73.9% | +78.6% | +79.5% |
| 10Y | +592.1% | +107.0% | +485.1% | +314.0% |
| All | +592.1% | +101.1% | +491.1% | +314.0% |
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