+248.6%
HD vs JD
+31.5%
+217.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +1.5% | -4.1% | +5.6% | +2.1% |
| 30D | +18.0% | +4.6% | +13.4% | +17.2% |
| 3M | +2.8% | -4.7% | +7.5% | +3.4% |
| 6M | +17.0% | -17.4% | +34.3% | +19.7% |
| YTD | +3.5% | +0.7% | +2.8% | +2.9% |
| 1Y | -2.6% | -5.9% | +3.3% | -2.3% |
| 3Y | +30.7% | +18.9% | +11.9% | +22.9% |
| 5Y | +6.2% | -62.9% | +69.2% | +14.2% |
| All | +248.6% | +31.5% | +217.1% | +193.9% |
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 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