+585.7%
JPM vs HDB
+32.9%
+552.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -2.3% | -6.2% | +3.8% | 0.0% |
| 30D | -2.3% | -6.2% | +3.9% | 0.0% |
| 3M | +14.9% | -5.9% | +20.7% | +16.7% |
| 6M | +23.6% | -25.9% | +49.6% | +37.2% |
| YTD | +11.3% | -40.2% | +51.5% | +34.0% |
| 1Y | +19.9% | -38.0% | +57.9% | +42.1% |
| 3Y | +162.6% | -30.5% | +193.1% | +190.0% |
| 5Y | +154.6% | -38.1% | +192.8% | +189.3% |
| All | +585.7% | +32.9% | +552.7% | +467.1% |
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