+20.3%
JPM vs HRB
+1.1%
+19.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | -0.9% |
| 7D | +0.3% | -5.7% | +6.0% | +0.3% |
| 30D | -0.2% | +7.9% | -8.1% | -0.1% |
| 3M | +15.9% | +32.1% | -16.2% | +15.7% |
| 6M | +20.9% | +62.2% | -41.3% | +21.0% |
| YTD | +12.9% | +16.4% | -3.5% | +15.7% |
| 1Y | +20.3% | -0.3% | +20.6% | +20.8% |
| All | +20.3% | +1.1% | +19.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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