+212.9%
HON vs JD
+48.3%
+164.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -3.6% | -1.7% | -1.9% | -3.4% |
| 30D | -15.3% | -13.2% | -2.1% | -13.9% |
| 3M | -7.9% | -3.2% | -4.7% | -7.6% |
| 6M | -18.1% | +15.2% | -33.3% | -19.6% |
| YTD | +3.8% | +2.0% | +1.9% | +3.3% |
| 1Y | +0.5% | -5.4% | +5.9% | +0.6% |
| 3Y | +19.8% | -9.1% | +28.9% | +17.3% |
| 5Y | +2.9% | -59.6% | +62.5% | +7.2% |
| 10Y | +134.6% | +26.2% | +108.4% | +90.6% |
| All | +212.9% | +48.3% | +164.6% | +148.3% |
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