+1,387.4%
HWM vs JD
+28.3%
+1,359.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | +3.3% | +13.4% | -10.0% | +1.1% |
| 30D | -7.6% | +7.7% | -15.3% | -8.8% |
| 3M | -28.9% | -11.3% | -17.7% | -27.6% |
| 6M | -19.7% | -5.1% | -14.5% | -19.3% |
| YTD | +0.5% | +5.0% | -4.5% | -1.0% |
| 1Y | +0.3% | -5.6% | +5.9% | +0.5% |
| 3Y | +325.8% | +17.8% | +308.1% | +293.3% |
| 5Y | +524.7% | -57.2% | +581.9% | +558.8% |
| 10Y | +1,491.8% | +34.8% | +1,457.0% | +1,029.5% |
| All | +1,387.4% | +28.3% | +1,359.2% | +957.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling