+155.8%
HON vs JD
+31.5%
+124.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.3% |
| 7D | +1.4% | -4.1% | +5.5% | +1.9% |
| 30D | +7.5% | +4.6% | +2.9% | +6.9% |
| 3M | -4.3% | -4.7% | +0.4% | -3.9% |
| 6M | -1.5% | -17.4% | +15.8% | +0.4% |
| YTD | +10.5% | +0.7% | +9.8% | +10.0% |
| 1Y | +8.5% | -5.9% | +14.4% | +8.8% |
| 3Y | +28.0% | +18.9% | +9.2% | +21.4% |
| 5Y | +12.0% | -62.9% | +75.0% | +19.0% |
| All | +155.8% | +31.5% | +124.4% | +108.1% |
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