+63.7%
HPE vs JD
-8.5%
+72.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.5% | +4.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.6% |
| 30D | -28.6% | +4.2% | -32.8% | -27.5% |
| 3M | -7.4% | -12.8% | +5.4% | -6.0% |
| 6M | +63.7% | -8.8% | +72.4% | +73.2% |
| All | +63.7% | -8.5% | +72.2% | +73.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling