+1,586.9%
JPM vs HDB
+3,812.1%
-2,225.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -0.2% | -2.8% | +2.6% | +1.0% |
| 3M | +15.9% | -3.5% | +19.4% | +16.8% |
| 6M | +20.9% | -24.7% | +45.7% | +35.2% |
| YTD | +12.9% | -36.6% | +49.4% | +35.7% |
| 1Y | +20.3% | -34.4% | +54.7% | +42.2% |
| 3Y | +160.9% | -24.4% | +185.3% | +181.5% |
| 5Y | +154.8% | -35.4% | +190.2% | +188.1% |
| 10Y | +591.1% | +39.5% | +551.6% | +414.6% |
| All | +1,586.9% | +3,812.1% | -2,225.2% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling