+610.2%
HWM vs JD
-61.0%
+671.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.4% |
| 7D | +5.0% | +0.4% | +4.5% | +4.9% |
| 30D | +1.5% | +4.2% | -2.7% | +1.0% |
| 3M | -20.3% | -12.8% | -7.6% | -19.3% |
| 6M | -18.0% | -8.8% | -9.2% | -17.5% |
| YTD | +9.5% | +0.5% | +9.0% | +9.0% |
| 1Y | +7.5% | -8.8% | +16.2% | +8.0% |
| 3Y | +355.7% | +18.6% | +337.1% | +335.7% |
| 5Y | +610.2% | -62.2% | +672.5% | +594.2% |
| All | +610.2% | -61.0% | +671.2% | +594.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling