+11,186.3%
JPM vs HRB
+3,357.9%
+7,828.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | +0.5% |
| 7D | +0.3% | -5.7% | +6.0% | +2.4% |
| 30D | -0.2% | +7.9% | -8.1% | -3.7% |
| 3M | +15.9% | +32.1% | -16.2% | +2.9% |
| 6M | +20.9% | +62.2% | -41.3% | -2.9% |
| YTD | +12.9% | +16.4% | -3.5% | +2.1% |
| 1Y | +20.3% | -0.3% | +20.6% | +14.8% |
| 3Y | +160.9% | +36.0% | +124.9% | +113.8% |
| 5Y | +154.8% | +125.2% | +29.6% | +64.0% |
| 10Y | +591.1% | +237.7% | +353.4% | +239.9% |
| All | +11,186.3% | +3,357.9% | +7,828.4% | +1,808.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling