+71.1%
HCA vs JD
-62.5%
+133.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | -2.6% | +5.5% | +3.0% |
| 30D | +2.4% | -15.4% | +17.7% | +3.1% |
| 3M | +13.0% | -5.0% | +18.1% | +13.3% |
| 6M | -21.4% | +0.9% | -22.3% | -21.5% |
| YTD | -9.5% | -2.5% | -7.0% | -9.5% |
| 1Y | +7.5% | -16.0% | +23.5% | +8.1% |
| 3Y | +57.6% | -8.5% | +66.1% | +56.3% |
| 5Y | +71.1% | -61.8% | +132.9% | +73.9% |
| All | +71.1% | -62.5% | +133.6% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling