+362.8%
HPE vs JD
-60.9%
+423.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.4% |
| 7D | +13.6% | -3.0% | +16.6% | +14.0% |
| 30D | +7.7% | -19.3% | +27.0% | +10.5% |
| 3M | +22.4% | -6.0% | +28.4% | +22.9% |
| 6M | +172.6% | +1.8% | +170.8% | +170.6% |
| YTD | +147.5% | -2.6% | +150.1% | +147.0% |
| 1Y | +151.8% | -17.4% | +169.2% | +156.3% |
| 3Y | +267.1% | -8.6% | +275.7% | +261.7% |
| 5Y | +362.8% | -61.6% | +424.4% | +376.6% |
| All | +362.8% | -60.9% | +423.6% | +376.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling