+13.5%
JPM vs HAL
-18.6%
+32.1%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.2% |
| 7D | +1.6% | +2.6% | -1.0% | +1.7% |
| 30D | +3.4% | -0.1% | +3.5% | +3.3% |
| 3M | -5.7% | -1.1% | -4.5% | -5.6% |
| 6M | +13.5% | -20.7% | +34.3% | +14.3% |
| All | +13.5% | -18.6% | +32.1% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling