+15.9%
JHPI vs SPY
+73.7%
-57.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +1.0% | -3.3% | +4.3% | +1.7% |
| 3M | -1.8% | -2.4% | +0.6% | -1.4% |
| 6M | -2.0% | +2.6% | -4.6% | -2.6% |
| YTD | 0.0% | +11.2% | -11.3% | -2.3% |
| 1Y | +0.6% | +13.4% | -12.7% | -2.1% |
| 3Y | +27.7% | +79.9% | -52.2% | +10.9% |
| All | +15.9% | +73.7% | -57.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling