+2,123.5%
JPM vs HBM
+613.3%
+1,510.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.3% | -6.4% | +6.6% | +1.5% |
| 30D | -0.2% | +5.9% | -6.1% | -1.6% |
| 3M | +15.9% | -8.9% | +24.8% | +16.5% |
| 6M | +20.9% | +10.7% | +10.3% | +15.8% |
| YTD | +12.9% | +38.3% | -25.4% | +2.3% |
| 1Y | +20.3% | +121.3% | -101.0% | -1.6% |
| 3Y | +160.9% | +450.6% | -289.6% | +68.7% |
| 5Y | +154.8% | +338.0% | -183.2% | +62.9% |
| 10Y | +591.1% | +578.6% | +12.5% | +229.3% |
| All | +2,123.5% | +613.3% | +1,510.1% | +467.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling