+465.0%
JPM vs HAL
-13.9%
+478.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | 0.0% |
| 7D | +3.5% | +6.1% | -2.6% | +1.6% |
| 30D | +3.3% | +2.9% | +0.4% | +2.1% |
| 3M | -4.2% | +3.3% | -7.5% | -5.6% |
| 6M | +16.4% | -16.9% | +33.3% | +22.0% |
| YTD | +9.5% | +21.2% | -11.7% | +0.8% |
| 1Y | +14.0% | +27.5% | -13.5% | +3.1% |
| 3Y | +153.1% | -6.4% | +159.5% | +145.1% |
| 5Y | +134.9% | +58.0% | +76.9% | +77.0% |
| All | +465.0% | -13.9% | +478.9% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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