+163.4%
JPM vs HRB
+25.9%
+137.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -0.7% | -8.0% | +7.4% | -0.1% |
| 30D | -2.5% | -16.0% | +13.5% | -1.3% |
| 3M | +14.1% | +26.9% | -12.7% | +11.6% |
| 6M | +25.1% | +51.1% | -26.0% | +20.1% |
| YTD | +12.1% | +7.1% | +5.1% | +13.1% |
| 1Y | +18.8% | -9.6% | +28.4% | +22.7% |
| 3Y | +163.4% | +25.4% | +138.0% | +156.2% |
| All | +163.4% | +25.9% | +137.5% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling