+340.1%
JPM vs USHY
+50.4%
+289.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.7% |
| 7D | -0.4% | -0.1% | -0.3% | -0.2% |
| 30D | -1.4% | 0.0% | -1.4% | -1.3% |
| 3M | +13.9% | +0.8% | +13.1% | +12.1% |
| 6M | +23.5% | +1.9% | +21.6% | +19.2% |
| YTD | +11.6% | +2.3% | +9.4% | +7.1% |
| 1Y | +21.4% | +4.1% | +17.2% | +12.4% |
| 3Y | +163.4% | +27.8% | +135.7% | +65.8% |
| 5Y | +152.5% | +21.5% | +131.0% | +80.1% |
| All | +340.1% | +50.4% | +289.7% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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