+1,524.1%
HWM vs JD
+31.9%
+1,492.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | +3.4% | +13.4% | -10.0% | +1.2% |
| 30D | -7.5% | +7.7% | -15.2% | -8.7% |
| 3M | -28.9% | -11.3% | -17.6% | -27.6% |
| 6M | -19.6% | -5.1% | -14.5% | -19.2% |
| YTD | +0.6% | +5.0% | -4.4% | -0.9% |
| 1Y | +0.3% | -5.6% | +6.0% | +0.6% |
| 3Y | +326.1% | +17.8% | +308.4% | +293.6% |
| 5Y | +525.2% | -57.2% | +582.3% | +559.3% |
| All | +1,524.1% | +31.9% | +1,492.2% | +1,070.9% |
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