+23.0%
JPM vs HST
+36.9%
-13.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -0.4% | +2.0% | -2.4% | -1.1% |
| 30D | -1.1% | -5.2% | +4.1% | +0.6% |
| 3M | +14.1% | -6.2% | +20.4% | +15.9% |
| 6M | +23.3% | +20.4% | +2.9% | +13.6% |
| YTD | +11.3% | +30.6% | -19.4% | +0.7% |
| 1Y | +23.0% | +37.4% | -14.4% | +10.2% |
| All | +23.0% | +36.9% | -13.9% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling