+571.4%
JPM vs HWM
+1,494.1%
-922.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | -0.2% | -11.0% | +10.8% | +4.2% |
| 3M | +15.9% | +4.0% | +11.8% | +13.5% |
| 6M | +20.9% | -0.2% | +21.2% | +19.7% |
| YTD | +12.9% | +26.7% | -13.8% | +1.1% |
| 1Y | +20.3% | +44.7% | -24.4% | +1.8% |
| 3Y | +160.9% | +426.1% | -265.2% | +26.9% |
| 5Y | +154.8% | +738.5% | -583.7% | +0.6% |
| All | +571.4% | +1,494.1% | -922.7% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling