+20.3%
JPM vs HD
-19.2%
+39.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.1% |
| 7D | +0.3% | -2.1% | +2.3% | +0.7% |
| 30D | -0.2% | -8.4% | +8.3% | +1.6% |
| 3M | +15.9% | +4.3% | +11.5% | +14.2% |
| 6M | +20.9% | -11.1% | +32.1% | +22.4% |
| YTD | +12.9% | -4.7% | +17.6% | +12.6% |
| 1Y | +20.3% | -19.8% | +40.1% | +19.7% |
| All | +20.3% | -19.2% | +39.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 1y: compounded portfolio wealth divided by compounded HD 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…
1y analysis · Full analysis span regression · 6 months rolling