+11,186.3%
JPM vs HST
+1,330.6%
+9,855.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | -0.2% | -12.3% | +12.1% | +5.6% |
| 3M | +15.9% | -6.4% | +22.2% | +18.9% |
| 6M | +20.9% | +15.0% | +5.9% | +12.9% |
| YTD | +12.9% | +30.5% | -17.6% | -0.6% |
| 1Y | +20.3% | +35.7% | -15.4% | +3.7% |
| 3Y | +160.9% | +68.4% | +92.6% | +100.6% |
| 5Y | +154.8% | +73.1% | +81.7% | +85.8% |
| 10Y | +591.1% | +92.7% | +498.4% | +348.4% |
| All | +11,186.3% | +1,330.6% | +9,855.6% | +2,291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling