+151.0%
JPM vs HDB
-6.8%
+157.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.5% | +6.9% | -9.4% | -3.9% |
| 30D | +2.7% | +15.2% | -12.5% | -0.4% |
| 3M | -4.7% | +11.7% | -16.4% | -7.1% |
| 6M | +15.6% | +7.5% | +8.0% | +13.2% |
| YTD | +8.6% | -28.8% | +37.4% | +15.4% |
| 1Y | +10.9% | -29.1% | +40.0% | +17.9% |
| All | +151.0% | -6.8% | +157.8% | +151.8% |
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