+5.8%
HD vs JD
-58.0%
+63.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.0% |
| 7D | +4.3% | +13.4% | -9.0% | +3.2% |
| 30D | +20.2% | +7.7% | +12.5% | +19.4% |
| 3M | -1.0% | -11.3% | +10.3% | -0.1% |
| 6M | +7.9% | -5.1% | +13.1% | +8.2% |
| YTD | +2.0% | +5.0% | -3.1% | +1.2% |
| 1Y | -4.3% | -5.6% | +1.3% | -4.2% |
| 3Y | +25.9% | +17.8% | +8.2% | +21.7% |
| All | +5.8% | -58.0% | +63.7% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling