+614.5%
HLT vs JD
+45.3%
+569.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.8% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | -4.1% | -16.0% | +12.0% | -1.5% |
| 3M | -10.6% | -3.2% | -7.4% | -10.3% |
| 6M | +2.0% | +6.1% | -4.0% | +0.6% |
| YTD | +6.1% | -0.1% | +6.3% | +5.5% |
| 1Y | +9.8% | -12.7% | +22.5% | +11.3% |
| 3Y | +99.0% | -6.3% | +105.3% | +91.6% |
| 5Y | +151.5% | -61.3% | +212.8% | +168.9% |
| 10Y | +561.1% | +17.6% | +543.5% | +425.0% |
| All | +614.5% | +45.3% | +569.3% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling