+152.5%
JPM vs HLT
+142.1%
+10.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | -1.6% | +0.9% | +0.1% |
| 30D | -2.5% | -5.0% | +2.6% | -0.2% |
| 3M | +14.1% | -10.4% | +24.5% | +19.8% |
| 6M | +25.1% | +3.2% | +21.9% | +22.4% |
| YTD | +12.1% | +6.7% | +5.4% | +7.8% |
| 1Y | +18.8% | +10.3% | +8.5% | +12.1% |
| 3Y | +163.4% | +99.3% | +64.1% | +89.0% |
| All | +152.5% | +142.1% | +10.5% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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