+10.0%
JPM vs HUT
+20.9%
-10.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.2% | -10.9% | +12.2% | +1.5% |
| 30D | +2.7% | -32.6% | +35.4% | +4.4% |
| 3M | -4.5% | -33.7% | +29.3% | -3.3% |
| 6M | +14.3% | -42.3% | +56.7% | +15.2% |
| YTD | +8.2% | +23.6% | -15.4% | +0.1% |
| 1Y | +10.0% | +20.4% | -10.3% | +1.6% |
| All | +10.0% | +20.9% | -10.9% | +1.6% |
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 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