+308.1%
HUBS vs JD
+20.6%
+287.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | -9.0% | -4.2% | -4.7% | -7.7% |
| 30D | +7.2% | -14.4% | +21.6% | +12.1% |
| 3M | +20.9% | -3.6% | +24.4% | +21.7% |
| 6M | -13.0% | -0.3% | -12.7% | -14.2% |
| YTD | -43.8% | -2.4% | -41.5% | -44.4% |
| 1Y | -54.6% | -18.5% | -36.1% | -52.6% |
| 3Y | -58.5% | -7.0% | -51.4% | -61.9% |
| 5Y | -66.4% | -61.7% | -4.7% | -60.5% |
| All | +308.1% | +20.6% | +287.5% | +184.2% |
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 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