+138.4%
HON vs JD
+14.7%
+123.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -0.6% | -3.0% | +2.4% | -0.2% |
| 30D | -15.4% | -19.3% | +3.9% | -13.3% |
| 3M | -9.1% | -6.0% | -3.1% | -8.6% |
| 6M | -17.1% | +1.8% | -18.9% | -17.4% |
| YTD | +1.5% | -2.6% | +4.1% | +1.5% |
| 1Y | -1.3% | -17.4% | +16.1% | +0.4% |
| 3Y | +19.5% | -8.6% | +28.2% | +17.1% |
| 5Y | +3.1% | -61.6% | +64.7% | +8.4% |
| 10Y | +138.4% | +16.9% | +121.5% | +94.8% |
| All | +138.4% | +14.7% | +123.6% | +94.8% |
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