+417.4%
HL vs JD
-6.1%
+423.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | +7.1% | -0.8% | +7.9% | +7.3% |
| 30D | +21.4% | -16.0% | +37.5% | +27.5% |
| 3M | +37.4% | -3.2% | +40.6% | +38.0% |
| 6M | +0.4% | +6.1% | -5.7% | -1.5% |
| YTD | +6.7% | -0.1% | +6.8% | +6.4% |
| 1Y | +102.4% | -12.7% | +115.1% | +108.6% |
| 3Y | +417.4% | -6.3% | +423.7% | +412.6% |
| All | +417.4% | -6.1% | +423.6% | +412.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling