+735.5%
HCA vs JD
+48.3%
+687.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -3.1% | -1.7% | -1.4% | -2.9% |
| 30D | -1.1% | -13.2% | +12.0% | +0.2% |
| 3M | +12.2% | -3.2% | +15.3% | +12.4% |
| 6M | -25.3% | +15.2% | -40.6% | -26.6% |
| YTD | -12.9% | +2.0% | -14.9% | -13.4% |
| 1Y | -0.9% | -5.4% | +4.4% | -0.9% |
| 3Y | +47.6% | -9.1% | +56.7% | +44.8% |
| 5Y | +67.0% | -59.6% | +126.6% | +73.0% |
| 10Y | +471.4% | +26.2% | +445.2% | +365.1% |
| All | +735.5% | +48.3% | +687.2% | +582.7% |
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