+16.1%
JPM vs HYG
+1.8%
+14.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +2.7% |
| 7D | +3.8% | -0.1% | +3.9% | +3.9% |
| 30D | +6.5% | +0.7% | +5.8% | +4.8% |
| 3M | -1.0% | -2.0% | +1.0% | +3.8% |
| 6M | +15.5% | -0.9% | +16.4% | +17.6% |
| YTD | +11.4% | +0.1% | +11.3% | +11.1% |
| 1Y | +16.1% | +1.6% | +14.4% | +8.9% |
| All | +16.1% | +1.8% | +14.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling