-26.2%
HAL vs JD
+48.3%
-74.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +2.9% | -1.7% | +4.6% | +3.2% |
| 30D | +17.0% | -13.2% | +30.2% | +19.8% |
| 3M | -9.7% | -3.2% | -6.5% | -9.3% |
| 6M | +8.6% | +15.2% | -6.6% | +5.2% |
| YTD | +33.0% | +2.0% | +31.0% | +31.6% |
| 1Y | +68.3% | -5.4% | +73.7% | +68.3% |
| 3Y | +0.1% | -9.1% | +9.2% | -2.8% |
| 5Y | +102.6% | -59.6% | +162.2% | +115.8% |
| 10Y | +3.8% | +26.2% | -22.4% | -22.8% |
| All | -26.2% | +48.3% | -74.4% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling