+621.7%
HPE vs JD
+19.9%
+601.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.8% |
| 7D | -0.6% | -1.7% | +1.1% | -0.3% |
| 30D | -2.3% | -13.2% | +10.9% | -0.1% |
| 3M | -2.9% | -3.2% | +0.3% | -2.7% |
| 6M | +143.6% | +15.2% | +128.3% | +136.3% |
| YTD | +118.5% | +2.0% | +116.5% | +116.4% |
| 1Y | +129.2% | -5.4% | +134.6% | +129.6% |
| 3Y | +212.5% | -9.1% | +221.6% | +205.0% |
| 5Y | +286.9% | -59.6% | +346.5% | +312.2% |
| 10Y | +432.3% | +26.2% | +406.1% | +259.3% |
| All | +621.7% | +19.9% | +601.8% | +394.8% |
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 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