+1,394.1%
JPM vs XHB
+172.3%
+1,221.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.5% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +3.3% | +9.9% | -6.7% | -3.8% |
| 3M | -4.2% | -6.3% | +2.1% | -0.4% |
| 6M | +16.4% | +3.8% | +12.5% | +11.1% |
| YTD | +9.5% | +0.1% | +9.4% | +6.1% |
| 1Y | +14.0% | -0.8% | +14.8% | +10.9% |
| 3Y | +153.1% | +35.6% | +117.5% | +82.8% |
| 5Y | +134.9% | +29.6% | +105.3% | +67.2% |
| 10Y | +485.7% | +237.5% | +248.2% | +82.2% |
| All | +1,394.1% | +172.3% | +1,221.8% | +218.4% |
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