+590.9%
JPM vs HL
+273.7%
+317.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -0.7% | -4.4% | +3.7% | -0.3% |
| 30D | -2.5% | +9.3% | -11.8% | -3.4% |
| 3M | +14.1% | +32.0% | -17.8% | +11.1% |
| 6M | +25.1% | -6.4% | +31.5% | +24.7% |
| YTD | +12.1% | +3.1% | +9.0% | +10.1% |
| 1Y | +18.8% | +77.6% | -58.7% | +10.7% |
| 3Y | +163.4% | +392.8% | -229.4% | +118.5% |
| 5Y | +156.5% | +234.1% | -77.6% | +114.6% |
| All | +590.9% | +273.7% | +317.2% | +390.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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