+496.7%
HD vs JD
+50.3%
+446.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.0% |
| 7D | +6.4% | +11.7% | -5.4% | +4.9% |
| 30D | +22.1% | +8.1% | +14.0% | +20.8% |
| 3M | -0.2% | -12.0% | +11.8% | +1.4% |
| 6M | +12.6% | -3.5% | +16.1% | +12.8% |
| YTD | +3.9% | +3.3% | +0.6% | +3.0% |
| 1Y | -3.7% | -7.4% | +3.7% | -3.3% |
| 3Y | +27.9% | +16.6% | +11.3% | +21.0% |
| 5Y | +7.8% | -57.9% | +65.7% | +12.2% |
| 10Y | +269.4% | +32.6% | +236.8% | +206.2% |
| All | +496.7% | +50.3% | +446.5% | +392.2% |
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