+152.8%
JPM vs HD
+8.2%
+144.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | -1.1% | -11.1% | +10.0% | +3.0% |
| 3M | +14.1% | +2.0% | +12.1% | +12.7% |
| 6M | +23.3% | -10.5% | +33.7% | +27.5% |
| YTD | +11.3% | -6.9% | +18.1% | +13.1% |
| 1Y | +23.0% | -23.2% | +46.2% | +34.2% |
| 3Y | +162.6% | +3.1% | +159.5% | +150.9% |
| 5Y | +152.8% | +7.4% | +145.4% | +124.5% |
| All | +152.8% | +8.2% | +144.5% | +124.5% |
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 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