+250.7%
HOOD vs JD
-55.3%
+305.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.8% |
| 7D | +17.1% | -1.7% | +18.8% | +17.8% |
| 30D | +31.6% | -13.2% | +44.7% | +38.7% |
| 3M | +38.2% | -3.2% | +41.4% | +39.0% |
| 6M | +48.5% | +15.2% | +33.3% | +38.4% |
| YTD | +8.0% | +2.0% | +6.0% | +5.9% |
| 1Y | +18.7% | -5.4% | +24.0% | +20.2% |
| 3Y | +999.1% | -9.1% | +1,008.2% | +947.3% |
| 5Y | +181.7% | -59.6% | +241.3% | +259.4% |
| All | +250.7% | -55.3% | +305.9% | +306.6% |
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