-16.8%
HAL vs JD
+31.1%
-47.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.6% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +1.0% | +4.2% | -3.2% | +0.1% |
| 3M | -2.1% | -12.8% | +10.6% | -0.1% |
| 6M | -17.5% | -8.8% | -8.7% | -16.6% |
| YTD | +18.1% | +0.5% | +17.6% | +17.0% |
| 1Y | +19.7% | -8.8% | +28.5% | +20.5% |
| 3Y | -7.9% | +18.6% | -26.5% | -14.8% |
| 5Y | +53.1% | -62.2% | +115.3% | +67.8% |
| 10Y | -16.8% | +32.2% | -49.0% | -39.1% |
| All | -16.8% | +31.1% | -47.9% | -39.1% |
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