+4,288.1%
JPM vs HIG
+1,002.1%
+3,286.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -0.2% | -3.2% | +3.1% | +1.0% |
| 3M | +15.9% | +9.1% | +6.7% | +11.9% |
| 6M | +20.9% | -1.8% | +22.7% | +21.3% |
| YTD | +12.9% | +1.8% | +11.1% | +11.7% |
| 1Y | +20.3% | +4.6% | +15.7% | +17.7% |
| 3Y | +160.9% | +101.6% | +59.3% | +100.6% |
| 5Y | +154.8% | +124.5% | +30.3% | +88.5% |
| 10Y | +591.1% | +317.8% | +273.3% | +302.7% |
| All | +4,288.1% | +1,002.1% | +3,286.1% | +1,028.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling