+1,520.6%
JPM vs HDB
+4,239.1%
-2,718.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +1.6% | +4.1% | -2.5% | -0.2% |
| 30D | +3.4% | +13.0% | -9.5% | -2.1% |
| 3M | -5.7% | +11.3% | -16.9% | -10.4% |
| 6M | +13.5% | +6.9% | +6.6% | +8.9% |
| YTD | +8.4% | -29.6% | +38.1% | +24.1% |
| 1Y | +9.1% | -29.5% | +38.6% | +24.7% |
| 3Y | +149.5% | -8.1% | +157.6% | +146.3% |
| 5Y | +132.6% | -23.4% | +156.0% | +143.3% |
| 10Y | +480.0% | +62.9% | +417.1% | +301.9% |
| All | +1,520.6% | +4,239.1% | -2,718.5% | +337.7% |
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