+133.6%
HOOD vs JD
-55.2%
+188.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -5.1% | +5.2% | -10.3% | -7.2% |
| 30D | -25.4% | +4.5% | -29.9% | -26.9% |
| 3M | -14.0% | -15.4% | +1.5% | -8.6% |
| 6M | +5.6% | -6.0% | +11.6% | +6.5% |
| YTD | -28.1% | +2.2% | -30.2% | -29.7% |
| 1Y | -40.1% | -6.7% | -33.5% | -39.3% |
| 3Y | +888.2% | +20.5% | +867.7% | +727.2% |
| 5Y | +135.8% | -58.4% | +194.2% | +195.3% |
| All | +133.6% | -55.2% | +188.7% | +169.9% |
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 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