+134.4%
HL vs JD
+29.5%
+104.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.1% |
| 7D | -7.6% | -4.0% | -3.6% | -6.7% |
| 30D | -17.5% | +2.7% | -20.1% | -18.0% |
| 3M | -26.2% | -13.0% | -13.2% | -23.8% |
| 6M | -35.1% | -12.7% | -22.4% | -33.2% |
| YTD | -30.4% | -0.8% | -29.6% | -30.5% |
| 1Y | -14.0% | -8.9% | -5.1% | -12.3% |
| 3Y | +256.3% | +17.0% | +239.3% | +227.5% |
| 5Y | +112.5% | -63.5% | +176.0% | +141.2% |
| All | +134.4% | +29.5% | +104.9% | +63.8% |
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