+10.0%
JPM vs HST
+55.2%
-45.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.3% | -3.1% | +0.3% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | +2.7% | +14.5% | -11.8% | -1.9% |
| 3M | -4.5% | +15.4% | -19.9% | -9.1% |
| 6M | +14.3% | +22.0% | -7.7% | +5.0% |
| YTD | +8.2% | +54.9% | -46.6% | -10.0% |
| 1Y | +10.0% | +54.0% | -43.9% | -8.9% |
| All | +10.0% | +55.2% | -45.2% | -8.9% |
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 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