+15.3%
JHPI vs SPY
+73.0%
-57.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +0.6% | -3.7% | +4.2% | +1.3% |
| 3M | -2.0% | -2.7% | +0.8% | -1.4% |
| 6M | -2.5% | +2.2% | -4.7% | -3.0% |
| YTD | -0.5% | +10.8% | -11.3% | -2.7% |
| 1Y | +0.1% | +11.2% | -11.2% | -2.3% |
| 3Y | +26.6% | +76.5% | -49.9% | +10.4% |
| All | +15.3% | +73.0% | -57.7% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling