+372.4%
HPE vs JD
+26.7%
+345.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -9.7% | +5.2% | -14.9% | -10.6% |
| 30D | -34.8% | +4.5% | -39.3% | -35.3% |
| 3M | -12.1% | -15.4% | +3.3% | -10.1% |
| 6M | +53.7% | -6.0% | +59.8% | +54.2% |
| YTD | +101.9% | +2.2% | +99.8% | +99.5% |
| 1Y | +104.3% | -6.7% | +111.0% | +104.7% |
| 3Y | +223.1% | +20.5% | +202.5% | +201.1% |
| 5Y | +249.2% | -58.4% | +307.6% | +268.6% |
| 10Y | +372.4% | +32.5% | +340.0% | +227.8% |
| All | +372.4% | +26.7% | +345.7% | +227.8% |
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