+1,516.2%
HWM vs JD
+26.7%
+1,489.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.8% | +5.2% | -7.0% | -2.7% |
| 30D | -2.7% | +4.5% | -7.2% | -3.5% |
| 3M | -22.7% | -15.4% | -7.3% | -20.7% |
| 6M | -18.9% | -6.0% | -12.9% | -18.5% |
| YTD | +7.1% | +2.2% | +4.9% | +5.9% |
| 1Y | +4.7% | -6.7% | +11.3% | +5.1% |
| 3Y | +345.6% | +20.5% | +325.1% | +309.2% |
| 5Y | +588.3% | -58.4% | +646.7% | +629.6% |
| 10Y | +1,516.2% | +32.5% | +1,483.7% | +1,026.5% |
| All | +1,516.2% | +26.7% | +1,489.5% | +1,026.5% |
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