+154.6%
JPM vs XHB
+30.4%
+124.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -2.3% | -5.2% | +2.9% | -0.4% |
| 30D | -2.3% | -12.1% | +9.8% | +2.5% |
| 3M | +14.9% | -6.2% | +21.1% | +17.1% |
| 6M | +23.6% | -6.7% | +30.3% | +25.9% |
| YTD | +11.3% | -5.5% | +16.7% | +12.5% |
| 1Y | +19.9% | -15.6% | +35.5% | +26.5% |
| 3Y | +162.6% | +22.0% | +140.6% | +127.7% |
| 5Y | +154.6% | +31.8% | +122.8% | +107.0% |
| All | +154.6% | +30.4% | +124.2% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling