+162.6%
JPM vs HDB
-27.8%
+190.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.8% |
| 7D | -0.4% | -2.0% | +1.6% | 0.0% |
| 30D | -1.1% | -4.9% | +3.7% | -0.1% |
| 3M | +14.1% | -2.3% | +16.4% | +14.2% |
| 6M | +23.3% | -23.7% | +47.0% | +29.7% |
| YTD | +11.3% | -38.5% | +49.7% | +22.3% |
| 1Y | +23.0% | -36.5% | +59.5% | +34.1% |
| 3Y | +162.6% | -28.5% | +191.0% | +173.8% |
| All | +162.6% | -27.8% | +190.3% | +173.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling