+161.4%
JPM vs HL
+397.6%
-236.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.1% |
| 7D | -2.3% | -5.6% | +3.3% | -2.0% |
| 30D | -2.3% | +12.7% | -15.1% | -3.3% |
| 3M | +14.9% | +42.5% | -27.6% | +11.7% |
| 6M | +23.6% | -9.0% | +32.6% | +23.4% |
| YTD | +11.3% | +4.4% | +6.9% | +9.4% |
| 1Y | +19.9% | +82.7% | -62.8% | +13.0% |
| All | +161.4% | +397.6% | -236.1% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling