+447.5%
HD vs JD
+48.3%
+399.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | -8.4% | -13.2% | +4.7% | -6.8% |
| 3M | +4.3% | -3.2% | +7.5% | +4.6% |
| 6M | -11.1% | +15.2% | -26.4% | -13.1% |
| YTD | -4.7% | +2.0% | -6.7% | -5.4% |
| 1Y | -19.8% | -5.4% | -14.4% | -19.8% |
| 3Y | +4.1% | -9.1% | +13.2% | +1.8% |
| 5Y | +10.3% | -59.6% | +69.9% | +15.3% |
| 10Y | +203.2% | +26.2% | +176.9% | +152.6% |
| All | +447.5% | +48.3% | +399.2% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling