+11,186.3%
JPM vs HAL
+597.8%
+10,588.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +0.3% | +2.9% | -2.7% | -0.6% |
| 30D | -0.2% | +17.0% | -17.2% | -4.7% |
| 3M | +15.9% | -9.7% | +25.5% | +18.5% |
| 6M | +20.9% | +8.6% | +12.3% | +16.8% |
| YTD | +12.9% | +33.0% | -20.1% | +2.6% |
| 1Y | +20.3% | +68.3% | -48.0% | +1.4% |
| 3Y | +160.9% | +0.1% | +160.8% | +148.9% |
| 5Y | +154.8% | +102.6% | +52.2% | +88.7% |
| 10Y | +591.1% | +3.8% | +587.3% | +439.2% |
| All | +11,186.3% | +597.8% | +10,588.5% | +4,410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling