+256.9%
HL vs JD
+20.6%
+236.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -4.2% | -0.1% | -3.4% |
| 30D | +9.3% | -14.4% | +23.7% | +13.4% |
| 3M | +32.0% | -3.6% | +35.5% | +32.7% |
| 6M | -6.4% | -0.3% | -6.1% | -6.7% |
| YTD | +3.1% | -2.4% | +5.5% | +3.5% |
| 1Y | +77.6% | -18.5% | +96.1% | +85.6% |
| 3Y | +392.8% | -7.0% | +399.8% | +378.1% |
| 5Y | +234.1% | -61.7% | +295.8% | +273.8% |
| All | +256.9% | +20.6% | +236.3% | +161.9% |
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