+249.3%
HL vs JD
-60.9%
+310.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.5% |
| 7D | +0.4% | -3.0% | +3.4% | +1.1% |
| 30D | +18.8% | -19.3% | +38.2% | +24.9% |
| 3M | +43.7% | -6.0% | +49.7% | +45.3% |
| 6M | -1.0% | +1.8% | -2.8% | -1.7% |
| YTD | +8.7% | -2.6% | +11.3% | +9.1% |
| 1Y | +105.0% | -17.4% | +122.4% | +113.3% |
| 3Y | +427.3% | -8.6% | +435.9% | +413.3% |
| 5Y | +249.3% | -61.6% | +310.9% | +285.9% |
| All | +249.3% | -60.9% | +310.2% | +285.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling