+481.0%
JPM vs HDB
+64.3%
+416.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | +6.9% | -9.4% | -5.0% |
| 30D | +2.7% | +15.2% | -12.5% | -2.8% |
| 3M | -4.7% | +11.7% | -16.4% | -8.9% |
| 6M | +15.6% | +7.5% | +8.0% | +11.3% |
| YTD | +8.6% | -28.8% | +37.4% | +22.1% |
| 1Y | +10.9% | -29.1% | +40.0% | +24.8% |
| 3Y | +149.9% | -7.0% | +156.9% | +145.4% |
| 5Y | +131.9% | -22.1% | +154.0% | +140.2% |
| 10Y | +481.0% | +64.9% | +416.1% | +346.6% |
| All | +481.0% | +64.3% | +416.7% | +346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling