+131.9%
JPM vs HAL
+52.6%
+79.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.3% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +2.7% | +1.0% | +1.7% | +2.4% |
| 3M | -4.7% | -2.1% | -2.6% | -4.5% |
| 6M | +15.6% | -17.5% | +33.0% | +19.6% |
| YTD | +8.6% | +18.1% | -9.5% | +2.9% |
| 1Y | +10.9% | +19.7% | -8.8% | +4.6% |
| 3Y | +149.9% | -7.9% | +157.8% | +143.7% |
| 5Y | +131.9% | +53.1% | +78.9% | +84.2% |
| All | +131.9% | +52.6% | +79.3% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling