-6.3%
JD vs HRB
+28.7%
-35.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.5% |
| 7D | -0.8% | -9.1% | +8.3% | 0.0% |
| 30D | -16.0% | +0.3% | -16.3% | -16.1% |
| 3M | -3.2% | +23.4% | -26.6% | -4.9% |
| 6M | +6.1% | +45.1% | -39.1% | +2.6% |
| YTD | -0.1% | +8.9% | -9.0% | +1.6% |
| 1Y | -12.7% | -7.9% | -4.8% | -8.5% |
| 3Y | -6.3% | +27.9% | -34.2% | -3.2% |
| All | -6.3% | +28.7% | -35.0% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling