+564.0%
JPM vs HWM
+1,330.2%
-766.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -0.4% | -8.0% | +7.6% | +2.6% |
| 30D | -1.4% | -18.0% | +16.6% | +6.0% |
| 3M | +13.9% | -9.5% | +23.4% | +17.6% |
| 6M | +23.5% | -8.4% | +31.9% | +26.0% |
| YTD | +11.6% | +13.6% | -2.0% | +4.0% |
| 1Y | +21.4% | +30.2% | -8.9% | +6.7% |
| 3Y | +163.4% | +392.2% | -228.8% | +31.0% |
| 5Y | +152.5% | +645.2% | -492.7% | +4.1% |
| All | +564.0% | +1,330.2% | -766.2% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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