-61.3%
JD vs HRB
+112.6%
-174.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 6M | +6.1% | +45.1% | -39.1% | +2.4% |
| YTD | -0.1% | +8.9% | -9.0% | -0.2% |
| 1Y | -12.7% | -7.9% | -4.8% | -11.1% |
| 3Y | -6.3% | +27.9% | -34.2% | -7.4% |
| 5Y | -61.3% | +108.3% | -169.7% | -62.0% |
| All | -61.3% | +112.6% | -174.0% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling