+288.2%
JPM vs HUT
+435.6%
-147.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.6% |
| 7D | -0.4% | +18.9% | -19.3% | -1.5% |
| 30D | -1.4% | +12.0% | -13.4% | -2.3% |
| 3M | +13.9% | -14.9% | +28.8% | +14.2% |
| 6M | +23.5% | +96.8% | -73.3% | +16.7% |
| YTD | +11.6% | +108.8% | -97.1% | +4.5% |
| 1Y | +21.4% | +227.4% | -206.0% | +9.4% |
| 3Y | +163.4% | +760.3% | -596.8% | +113.2% |
| 5Y | +152.5% | +86.1% | +66.4% | +108.4% |
| All | +288.2% | +435.6% | -147.3% | +146.0% |
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