+52.1%
JD vs HRB
+175.2%
-123.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.4% | -8.1% | +8.5% | +1.6% |
| 30D | +4.2% | +15.0% | -10.8% | +2.0% |
| 3M | -12.8% | +10.2% | -23.0% | -14.3% |
| 6M | -8.8% | +44.2% | -53.0% | -14.1% |
| YTD | +0.5% | +21.0% | -20.5% | -3.4% |
| 1Y | -8.8% | +12.0% | -20.7% | -11.2% |
| 3Y | +18.6% | +24.9% | -6.4% | +12.4% |
| 5Y | -62.2% | +144.6% | -206.9% | -68.6% |
| 10Y | +32.2% | +229.4% | -197.2% | -2.0% |
| All | +52.1% | +175.2% | -123.1% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling