+166.6%
JPM vs HUT
+731.5%
-564.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -1.4% |
| 7D | +0.3% | +17.8% | -17.5% | -0.8% |
| 30D | -0.2% | +0.8% | -1.0% | -0.4% |
| 3M | +15.9% | -26.8% | +42.7% | +17.3% |
| 6M | +20.9% | +72.6% | -51.6% | +14.1% |
| YTD | +12.9% | +103.6% | -90.7% | +4.6% |
| 1Y | +20.3% | +265.3% | -245.0% | +5.7% |
| All | +166.6% | +731.5% | -564.9% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling