+19.9%
JPM vs HD
-24.3%
+44.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -2.3% | -3.9% | +1.5% | -1.5% |
| 30D | -2.3% | -13.1% | +10.8% | +0.7% |
| 3M | +14.9% | -3.4% | +18.3% | +15.2% |
| 6M | +23.6% | -12.6% | +36.2% | +26.2% |
| YTD | +11.3% | -9.2% | +20.5% | +12.1% |
| 1Y | +19.9% | -23.9% | +43.8% | +28.5% |
| All | +19.9% | -24.3% | +44.2% | +28.5% |
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