+1,579.2%
HWM vs JD
+31.7%
+1,547.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.5% |
| 7D | +1.6% | +7.9% | -6.3% | +0.2% |
| 30D | -3.9% | +4.8% | -8.7% | -4.7% |
| 3M | -23.2% | -13.9% | -9.3% | -21.5% |
| 6M | -20.0% | -5.8% | -14.2% | -19.5% |
| YTD | +5.7% | +2.4% | +3.3% | +4.6% |
| 1Y | +4.9% | -7.5% | +12.4% | +5.5% |
| 3Y | +347.0% | +20.9% | +326.1% | +310.5% |
| 5Y | +563.0% | -58.0% | +621.1% | +601.0% |
| 10Y | +1,579.2% | +28.9% | +1,550.3% | +1,111.6% |
| All | +1,579.2% | +31.7% | +1,547.5% | +1,111.6% |
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