+19.9%
JPM vs HUT
+200.6%
-180.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | 0.0% |
| 7D | -2.3% | +2.8% | -5.2% | -2.6% |
| 30D | -2.3% | +2.1% | -4.4% | -2.7% |
| 3M | +14.9% | -14.3% | +29.2% | +15.0% |
| 6M | +23.6% | +84.2% | -60.6% | +14.9% |
| YTD | +11.3% | +97.2% | -85.9% | +2.1% |
| 1Y | +19.9% | +192.7% | -172.8% | +10.7% |
| All | +19.9% | +200.6% | -180.8% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling