+575.2%
HLT vs JD
+20.6%
+554.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -1.6% | -4.2% | +2.6% | -0.9% |
| 30D | -5.0% | -14.4% | +9.4% | -2.7% |
| 3M | -10.4% | -3.6% | -6.8% | -10.1% |
| 6M | +3.2% | -0.3% | +3.5% | +2.8% |
| YTD | +6.7% | -2.4% | +9.1% | +6.5% |
| 1Y | +10.3% | -18.5% | +28.8% | +13.0% |
| 3Y | +99.3% | -7.0% | +106.4% | +92.0% |
| 5Y | +143.7% | -61.7% | +205.4% | +162.1% |
| All | +575.2% | +20.6% | +554.6% | +433.5% |
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