+6.7%
JHCP vs SPY
+29.4%
-22.7%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -0.7% | -0.9% | +0.3% | -0.6% |
| 3M | -0.5% | +3.9% | -4.4% | -0.8% |
| 6M | -1.5% | +14.5% | -16.0% | -2.3% |
| YTD | -0.5% | +12.9% | -13.4% | -1.3% |
| 1Y | +0.5% | +19.4% | -18.9% | -0.6% |
| All | +6.7% | +29.4% | -22.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling