+18.8%
JPM vs HRB
-6.2%
+25.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.8% |
| 7D | -0.7% | -8.0% | +7.4% | -0.6% |
| 30D | -2.5% | -16.0% | +13.5% | -2.4% |
| 3M | +14.1% | +26.9% | -12.7% | +14.1% |
| 6M | +25.1% | +51.1% | -26.0% | +25.2% |
| YTD | +12.1% | +7.1% | +5.1% | +15.0% |
| 1Y | +18.8% | -9.6% | +28.4% | +18.2% |
| All | +18.8% | -6.2% | +25.0% | +18.2% |
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