+163.4%
JPM vs HYG
+25.7%
+137.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | -0.7% | 0.0% | +0.7% |
| 30D | -2.5% | -0.7% | -1.7% | -1.1% |
| 3M | +14.1% | -0.2% | +14.3% | +14.6% |
| 6M | +25.1% | +1.4% | +23.7% | +21.7% |
| YTD | +12.1% | +1.5% | +10.7% | +9.2% |
| 1Y | +18.8% | +2.9% | +15.9% | +12.8% |
| 3Y | +163.4% | +25.6% | +137.8% | +100.3% |
| All | +163.4% | +25.7% | +137.7% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling