+664.8%
HUBS vs JD
+17.2%
+647.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.5% |
| 7D | -6.2% | -3.0% | -3.3% | -5.4% |
| 30D | +6.6% | -19.3% | +25.9% | +13.2% |
| 3M | +16.4% | -6.0% | +22.5% | +18.2% |
| 6M | -19.7% | +1.8% | -21.5% | -21.3% |
| YTD | -42.6% | -2.6% | -40.1% | -43.1% |
| 1Y | -54.2% | -17.4% | -36.7% | -52.4% |
| 3Y | -57.1% | -8.6% | -48.5% | -60.2% |
| 5Y | -66.2% | -61.6% | -4.6% | -60.9% |
| 10Y | +328.3% | +16.9% | +311.4% | +223.0% |
| All | +664.8% | +17.2% | +647.6% | +473.0% |
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