+280.8%
JPM vs HUT
+221.4%
+59.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.4% |
| 7D | +3.5% | +9.3% | -5.8% | +2.9% |
| 30D | +3.3% | -23.1% | +26.4% | +4.2% |
| 3M | -4.2% | -30.6% | +26.4% | -3.1% |
| 6M | +16.4% | -46.9% | +63.2% | +18.7% |
| YTD | +9.5% | +25.3% | -15.8% | +4.7% |
| 1Y | +14.0% | +59.8% | -45.8% | +7.0% |
| 3Y | +153.1% | +467.2% | -314.1% | +108.7% |
| 5Y | +134.9% | -24.6% | +159.5% | +102.6% |
| All | +280.8% | +221.4% | +59.3% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling