+153.1%
JPM vs HST
+87.2%
+65.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.5% | +3.6% | -0.1% | +1.9% |
| 30D | +3.3% | +11.2% | -8.0% | -1.3% |
| 3M | -4.2% | +13.1% | -17.3% | -9.2% |
| 6M | +16.4% | +23.9% | -7.5% | +5.3% |
| YTD | +9.5% | +52.3% | -42.8% | -10.0% |
| 1Y | +14.0% | +56.7% | -42.7% | -7.6% |
| 3Y | +153.1% | +87.5% | +65.6% | +89.6% |
| All | +153.1% | +87.2% | +65.9% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling