+200.2%
HBAN vs JD
+48.3%
+151.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | +0.7% | -1.7% | +2.3% | +0.9% |
| 30D | -3.2% | -13.2% | +9.9% | -1.5% |
| 3M | +4.0% | -3.2% | +7.1% | +4.2% |
| 6M | +3.1% | +15.2% | -12.1% | +0.6% |
| YTD | 0.0% | +2.0% | -1.9% | -0.8% |
| 1Y | -1.2% | -5.4% | +4.2% | -1.3% |
| 3Y | +72.5% | -9.1% | +81.6% | +68.3% |
| 5Y | +39.3% | -59.6% | +98.9% | +45.9% |
| 10Y | +157.3% | +26.2% | +131.1% | +107.0% |
| All | +200.2% | +48.3% | +151.9% | +137.1% |
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 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