+590.9%
JPM vs HIG
+313.7%
+277.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.7% | -1.5% | +0.8% | +0.2% |
| 30D | -2.5% | -0.4% | -2.1% | -2.3% |
| 3M | +14.1% | +6.7% | +7.5% | +9.4% |
| 6M | +25.1% | +2.0% | +23.1% | +22.8% |
| YTD | +12.1% | +0.3% | +11.8% | +11.1% |
| 1Y | +18.8% | +4.2% | +14.6% | +14.7% |
| 3Y | +163.4% | +102.2% | +61.2% | +70.1% |
| 5Y | +156.5% | +118.5% | +38.0% | +56.9% |
| All | +590.9% | +313.7% | +277.2% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling