+592.1%
JPM vs HD
+203.3%
+388.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.9% |
| 7D | -0.4% | -1.8% | +1.4% | +0.5% |
| 30D | -1.4% | -10.8% | +9.4% | +4.4% |
| 3M | +13.9% | -2.7% | +16.6% | +14.8% |
| 6M | +23.5% | -10.3% | +33.8% | +29.3% |
| YTD | +11.6% | -7.8% | +19.5% | +14.8% |
| 1Y | +21.4% | -23.1% | +44.5% | +37.0% |
| 3Y | +163.4% | +2.0% | +161.4% | +148.0% |
| 5Y | +152.5% | +6.2% | +146.3% | +124.0% |
| 10Y | +592.1% | +210.2% | +382.0% | +240.3% |
| All | +592.1% | +203.3% | +388.9% | +240.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling