+154.6%
JPM vs HL
+232.7%
-78.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | 0.0% |
| 7D | -2.3% | -5.6% | +3.3% | -1.9% |
| 30D | -2.3% | +12.7% | -15.1% | -3.5% |
| 3M | +14.9% | +42.5% | -27.6% | +10.9% |
| 6M | +23.6% | -9.0% | +32.6% | +23.5% |
| YTD | +11.3% | +4.4% | +6.9% | +8.9% |
| 1Y | +19.9% | +82.7% | -62.8% | +10.7% |
| 3Y | +162.6% | +406.3% | -243.7% | +111.0% |
| 5Y | +154.6% | +238.2% | -83.5% | +106.4% |
| All | +154.6% | +232.7% | -78.0% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling