+257.9%
HD vs JD
+31.7%
+226.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.2% |
| 7D | +3.6% | +7.9% | -4.3% | +2.5% |
| 30D | +21.6% | +4.8% | +16.8% | +20.8% |
| 3M | +0.1% | -13.9% | +14.0% | +2.0% |
| 6M | +13.0% | -5.8% | +18.8% | +13.5% |
| YTD | +4.9% | +2.4% | +2.5% | +4.0% |
| 1Y | -2.1% | -7.5% | +5.5% | -1.6% |
| 3Y | +32.6% | +20.9% | +11.7% | +24.4% |
| 5Y | +8.2% | -58.0% | +66.3% | +13.5% |
| 10Y | +257.9% | +28.9% | +229.0% | +201.5% |
| All | +257.9% | +31.7% | +226.2% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling