+58.5%
HCA vs JD
-8.1%
+66.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.0% |
| 7D | +4.9% | -3.0% | +7.9% | +5.0% |
| 30D | +1.9% | -19.3% | +21.2% | +2.8% |
| 3M | +12.7% | -6.0% | +18.8% | +13.0% |
| 6M | -22.3% | +1.8% | -24.1% | -22.5% |
| YTD | -9.3% | -2.6% | -6.8% | -9.3% |
| 1Y | +2.7% | -17.4% | +20.2% | +3.4% |
| All | +58.5% | -8.1% | +66.5% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling