+124.0%
JPM vs HWM
+522.4%
-398.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.7% |
| 7D | -0.8% | +3.4% | -4.1% | -2.2% |
| 30D | +1.5% | -7.5% | +9.0% | +3.8% |
| 3M | -5.7% | -28.9% | +23.2% | +5.8% |
| 6M | +7.2% | -19.6% | +26.8% | +14.3% |
| YTD | +5.8% | +0.6% | +5.2% | +2.3% |
| 1Y | +8.8% | +0.3% | +8.5% | +5.2% |
| 3Y | +147.4% | +326.1% | -178.7% | +25.9% |
| All | +124.0% | +522.4% | -398.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling