+124.0%
JPM vs HD
+5.3%
+118.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -0.8% | +4.3% | -5.1% | -2.2% |
| 30D | +1.5% | +20.2% | -18.7% | -4.8% |
| 3M | -5.7% | -1.0% | -4.6% | -5.5% |
| 6M | +7.2% | +7.9% | -0.7% | +3.8% |
| YTD | +5.8% | +2.0% | +3.8% | +4.0% |
| 1Y | +8.8% | -4.3% | +13.1% | +9.4% |
| 3Y | +147.4% | +25.9% | +121.5% | +118.8% |
| All | +124.0% | +5.3% | +118.7% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling