-18.6%
HAL vs JD
+31.9%
-50.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -12.0% | +13.4% | -25.3% | -13.9% |
| 30D | +0.3% | +7.7% | -7.4% | -1.1% |
| 3M | -1.6% | -11.3% | +9.7% | +0.2% |
| 6M | -20.5% | -5.1% | -15.3% | -20.1% |
| YTD | +14.2% | +5.0% | +9.2% | +12.3% |
| 1Y | +18.9% | -5.6% | +24.5% | +19.0% |
| 3Y | -13.7% | +17.8% | -31.5% | -20.0% |
| 5Y | +42.2% | -57.2% | +99.3% | +50.8% |
| All | -18.6% | +31.9% | -50.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling