+247.2%
HD vs JD
+26.7%
+220.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | +5.2% | +5.2% | 0.0% | +4.5% |
| 30D | +20.7% | +4.5% | +16.2% | +20.0% |
| 3M | +0.8% | -15.4% | +16.2% | +3.0% |
| 6M | +12.2% | -6.0% | +18.3% | +12.8% |
| YTD | +4.2% | +2.2% | +2.1% | +3.4% |
| 1Y | -2.6% | -6.7% | +4.1% | -2.2% |
| 3Y | +30.0% | +20.5% | +9.5% | +22.0% |
| 5Y | +8.1% | -58.4% | +66.5% | +13.5% |
| 10Y | +247.2% | +32.5% | +214.7% | +189.6% |
| All | +247.2% | +26.7% | +220.5% | +189.6% |
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