+529.3%
JPM vs HWM
+1,166.3%
-637.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.8% |
| 7D | -0.8% | +3.4% | -4.1% | -2.3% |
| 30D | +1.5% | -7.5% | +9.0% | +3.9% |
| 3M | -5.7% | -28.9% | +23.2% | +6.4% |
| 6M | +7.2% | -19.6% | +26.8% | +14.7% |
| YTD | +5.8% | +0.6% | +5.2% | +2.6% |
| 1Y | +8.8% | +0.3% | +8.5% | +5.5% |
| 3Y | +147.4% | +326.1% | -178.7% | +29.5% |
| 5Y | +125.3% | +525.2% | -399.8% | -0.9% |
| 10Y | +540.5% | +1,492.9% | -952.3% | +90.5% |
| All | +529.3% | +1,166.3% | -637.0% | +89.7% |
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