+152.5%
JPM vs HBM
+392.2%
-239.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | -0.4% | +5.5% | -5.9% | -1.2% |
| 30D | -1.4% | +3.3% | -4.7% | -2.1% |
| 3M | +13.9% | +12.7% | +1.3% | +11.0% |
| 6M | +23.5% | +28.2% | -4.7% | +16.7% |
| YTD | +11.6% | +45.3% | -33.7% | +2.4% |
| 1Y | +21.4% | +121.7% | -100.3% | +3.3% |
| 3Y | +163.4% | +523.5% | -360.1% | +79.5% |
| 5Y | +152.5% | +393.9% | -241.4% | +70.4% |
| All | +152.5% | +392.2% | -239.7% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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