+10,718.5%
JPM vs HD
+34,983.4%
-24,264.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +1.2% | +5.2% | -4.0% | -1.5% |
| 30D | +2.7% | +20.7% | -18.0% | -7.4% |
| 3M | -4.5% | +0.8% | -5.3% | -5.4% |
| 6M | +14.3% | +12.2% | +2.1% | +6.1% |
| YTD | +8.2% | +4.2% | +4.0% | +3.8% |
| 1Y | +10.0% | -2.6% | +12.6% | +9.2% |
| 3Y | +149.0% | +30.0% | +118.9% | +106.3% |
| 5Y | +131.0% | +8.1% | +122.9% | +105.9% |
| 10Y | +479.1% | +247.2% | +231.9% | +165.2% |
| All | +10,718.5% | +34,983.4% | -24,264.9% | +541.8% |
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