+8.5%
HD vs JD
-61.0%
+69.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | +20.9% | +4.2% | +16.7% | +20.4% |
| 3M | -0.2% | -12.8% | +12.6% | +1.0% |
| 6M | +14.5% | -8.8% | +23.3% | +15.2% |
| YTD | +4.3% | +0.5% | +3.8% | +3.9% |
| 1Y | -3.5% | -8.8% | +5.3% | -3.0% |
| 3Y | +30.1% | +18.6% | +11.6% | +25.7% |
| 5Y | +8.5% | -62.2% | +70.7% | +13.4% |
| All | +8.5% | -61.0% | +69.5% | +13.4% |
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