+1,073.5%
JPM vs HYG
+151.8%
+921.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.4% |
| 7D | -2.3% | -0.7% | -1.6% | -1.2% |
| 30D | -2.3% | -0.6% | -1.8% | -1.4% |
| 3M | +14.9% | +0.4% | +14.5% | +14.1% |
| 6M | +23.6% | +1.2% | +22.4% | +21.3% |
| YTD | +11.3% | +1.5% | +9.8% | +8.9% |
| 1Y | +19.9% | +3.2% | +16.7% | +14.3% |
| 3Y | +162.6% | +25.9% | +136.7% | +82.9% |
| 5Y | +154.6% | +18.6% | +136.0% | +95.7% |
| 10Y | +589.9% | +55.8% | +534.1% | +265.0% |
| All | +1,073.5% | +151.8% | +921.7% | +247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling