+152.5%
JPM vs HDB
-38.7%
+191.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -0.4% | -4.9% | +4.4% | +1.1% |
| 30D | -1.4% | -5.8% | +4.4% | +0.3% |
| 3M | +13.9% | -5.2% | +19.1% | +15.1% |
| 6M | +23.5% | -25.7% | +49.2% | +34.2% |
| YTD | +11.6% | -39.6% | +51.2% | +29.3% |
| 1Y | +21.4% | -36.9% | +58.3% | +38.4% |
| 3Y | +163.4% | -29.7% | +193.2% | +184.5% |
| 5Y | +152.5% | -37.8% | +190.3% | +176.1% |
| All | +152.5% | -38.7% | +191.2% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling