+10,848.8%
JPM vs HRB
+3,424.8%
+7,424.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | +3.5% | -5.1% | +8.6% | +5.4% |
| 30D | +3.3% | +8.7% | -5.4% | -0.2% |
| 3M | -4.2% | -5.4% | +1.2% | -2.9% |
| 6M | +16.4% | +41.6% | -25.2% | 0.0% |
| YTD | +9.5% | +18.7% | -9.1% | -2.1% |
| 1Y | +14.0% | +16.4% | -2.4% | +2.5% |
| 3Y | +153.1% | +22.0% | +131.1% | +115.9% |
| 5Y | +134.9% | +141.2% | -6.3% | +46.7% |
| 10Y | +485.7% | +223.1% | +262.6% | +192.6% |
| All | +10,848.8% | +3,424.8% | +7,424.0% | +1,728.4% |
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