+11,186.3%
JPM vs HD
+31,989.8%
-20,803.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.4% |
| 7D | +0.3% | -2.1% | +2.3% | +1.4% |
| 30D | -0.2% | -8.4% | +8.3% | +4.5% |
| 3M | +15.9% | +4.3% | +11.5% | +12.5% |
| 6M | +20.9% | -11.1% | +32.1% | +27.5% |
| YTD | +12.9% | -4.7% | +17.6% | +14.2% |
| 1Y | +20.3% | -19.8% | +40.1% | +33.0% |
| 3Y | +160.9% | +4.1% | +156.8% | +144.8% |
| 5Y | +154.8% | +10.3% | +144.5% | +125.0% |
| 10Y | +591.1% | +203.2% | +387.9% | +241.8% |
| All | +11,186.3% | +31,989.8% | -20,803.6% | +605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling