+741.5%
HWM vs JD
-60.2%
+801.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.9% |
| 30D | -11.0% | -13.2% | +2.2% | -9.8% |
| 3M | +4.0% | -3.2% | +7.2% | +4.2% |
| 6M | -0.2% | +15.2% | -15.4% | -1.9% |
| YTD | +26.7% | +2.0% | +24.7% | +26.0% |
| 1Y | +44.7% | -5.4% | +50.1% | +44.8% |
| 3Y | +426.1% | -9.1% | +435.2% | +417.3% |
| All | +741.5% | -60.2% | +801.7% | +753.1% |
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