+16.9%
JD vs HRB
+205.6%
-188.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.2% |
| 7D | -3.0% | -10.6% | +7.6% | -1.6% |
| 30D | -19.3% | -0.8% | -18.5% | -19.4% |
| 3M | -6.0% | +19.1% | -25.1% | -8.5% |
| 6M | +1.8% | +48.7% | -46.9% | -4.5% |
| YTD | -2.6% | +7.1% | -9.7% | -4.2% |
| 1Y | -17.4% | -8.3% | -9.1% | -16.9% |
| 3Y | -8.6% | +25.8% | -34.4% | -12.9% |
| 5Y | -61.6% | +111.1% | -172.7% | -66.7% |
| 10Y | +16.9% | +206.6% | -189.7% | -6.0% |
| All | +16.9% | +205.6% | -188.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling