+32.2%
JD vs HRB
+243.1%
-210.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.4% | -8.1% | +8.5% | +1.5% |
| 30D | +4.2% | +15.0% | -10.8% | +2.2% |
| 3M | -12.8% | +10.2% | -23.0% | -14.2% |
| 6M | -8.8% | +44.2% | -53.0% | -13.6% |
| YTD | +0.5% | +21.0% | -20.5% | -2.9% |
| 1Y | -8.8% | +12.0% | -20.7% | -10.8% |
| 3Y | +18.6% | +24.9% | -6.4% | +13.2% |
| 5Y | -62.2% | +144.6% | -206.9% | -68.0% |
| 10Y | +32.2% | +229.4% | -197.2% | +4.1% |
| All | +32.2% | +243.1% | -210.9% | +4.1% |
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