+11,024.8%
JPM vs HL
+60.3%
+10,964.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.4% |
| 7D | -0.4% | +7.1% | -7.5% | -0.8% |
| 30D | -1.1% | +21.4% | -22.6% | -2.4% |
| 3M | +14.1% | +37.4% | -23.3% | +11.7% |
| 6M | +23.3% | +0.4% | +22.9% | +22.5% |
| YTD | +11.3% | +6.7% | +4.6% | +9.7% |
| 1Y | +23.0% | +102.4% | -79.4% | +16.3% |
| 3Y | +162.6% | +417.4% | -254.9% | +130.8% |
| 5Y | +152.8% | +243.3% | -90.6% | +124.1% |
| 10Y | +583.6% | +242.6% | +341.1% | +473.3% |
| All | +11,024.8% | +60.3% | +10,964.6% | +9,144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling