+10,478.8%
JPM vs HST
+1,511.7%
+8,967.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.8% | -2.7% | +1.9% | +0.5% |
| 30D | +1.5% | +10.7% | -9.2% | -3.1% |
| 3M | -5.7% | +6.3% | -11.9% | -8.4% |
| 6M | +7.2% | +19.0% | -11.7% | -1.5% |
| YTD | +5.8% | +47.0% | -41.2% | -11.8% |
| 1Y | +8.8% | +53.4% | -44.7% | -11.2% |
| 3Y | +147.4% | +78.0% | +69.4% | +85.7% |
| 5Y | +125.3% | +71.7% | +53.7% | +65.0% |
| 10Y | +540.5% | +146.2% | +394.3% | +272.7% |
| All | +10,478.8% | +1,511.7% | +8,967.1% | +2,021.7% |
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