+1,418.1%
JPM vs XHB
+167.3%
+1,250.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +0.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.6% |
| 30D | -1.1% | -9.1% | +7.9% | +5.5% |
| 3M | +14.1% | -2.3% | +16.5% | +14.7% |
| 6M | +23.3% | -4.1% | +27.4% | +24.7% |
| YTD | +11.3% | -1.7% | +13.0% | +9.9% |
| 1Y | +23.0% | -15.1% | +38.1% | +34.1% |
| 3Y | +162.6% | +26.8% | +135.7% | +99.6% |
| 5Y | +152.8% | +37.3% | +115.4% | +72.2% |
| 10Y | +583.6% | +205.7% | +378.0% | +130.9% |
| All | +1,418.1% | +167.3% | +1,250.9% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling