+126.8%
HL vs JD
-60.4%
+187.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.0% | -7.2% |
| 7D | +8.2% | +5.2% | +3.0% | +6.9% |
| 30D | -16.3% | +4.5% | -20.8% | -17.2% |
| 3M | -18.6% | -15.4% | -3.1% | -15.5% |
| 6M | -23.2% | -6.0% | -17.1% | -22.4% |
| YTD | -25.5% | +2.2% | -27.6% | -26.1% |
| 1Y | -4.8% | -6.7% | +1.9% | -3.7% |
| 3Y | +281.4% | +20.5% | +260.9% | +251.0% |
| All | +126.8% | -60.4% | +187.1% | +135.6% |
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 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