+1,773.8%
HWM vs JD
+24.5%
+1,749.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.8% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | -11.0% | -13.2% | +2.2% | -9.0% |
| 3M | +4.0% | -3.2% | +7.2% | +4.3% |
| 6M | -0.2% | +15.2% | -15.4% | -3.1% |
| YTD | +26.7% | +2.0% | +24.7% | +25.5% |
| 1Y | +44.7% | -5.4% | +50.1% | +44.7% |
| 3Y | +426.1% | -9.1% | +435.2% | +409.3% |
| 5Y | +738.5% | -59.6% | +798.1% | +792.2% |
| All | +1,773.8% | +24.5% | +1,749.3% | +1,240.1% |
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 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