+931.4%
HCA vs JD
+46.5%
+885.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +0.8% | -4.1% | +4.9% | +1.2% |
| 30D | +6.1% | +4.6% | +1.5% | +5.6% |
| 3M | +21.4% | -4.7% | +26.2% | +21.9% |
| 6M | +17.2% | -17.4% | +34.5% | +19.1% |
| YTD | +7.5% | +0.7% | +6.8% | +7.0% |
| 1Y | +6.2% | -5.9% | +12.0% | +6.3% |
| 3Y | +122.0% | +18.9% | +103.1% | +111.4% |
| 5Y | +112.2% | -62.9% | +175.1% | +123.0% |
| 10Y | +675.7% | +32.5% | +643.2% | +527.6% |
| All | +931.4% | +46.5% | +885.0% | +743.3% |
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