+154.6%
JPM vs HIG
+118.8%
+35.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.3% | -2.3% | -0.1% | -1.0% |
| 30D | -2.3% | -1.2% | -1.1% | -1.7% |
| 3M | +14.9% | +6.3% | +8.6% | +10.1% |
| 6M | +23.6% | +0.6% | +23.1% | +22.3% |
| YTD | +11.3% | +0.6% | +10.7% | +9.9% |
| 1Y | +19.9% | +6.1% | +13.8% | +14.1% |
| 3Y | +162.6% | +102.0% | +60.6% | +60.6% |
| 5Y | +154.6% | +119.2% | +35.4% | +41.7% |
| All | +154.6% | +118.8% | +35.9% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling