+17.6%
JD vs HBM
+599.4%
-581.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.8% | -7.8% | -3.6% |
| 7D | -0.8% | +7.4% | -8.1% | -2.7% |
| 30D | -16.0% | +5.1% | -21.1% | -17.4% |
| 3M | -3.2% | +11.1% | -14.3% | -7.2% |
| 6M | +6.1% | +30.2% | -24.2% | -4.1% |
| YTD | -0.1% | +46.2% | -46.3% | -13.7% |
| 1Y | -12.7% | +120.0% | -132.8% | -33.4% |
| 3Y | -6.3% | +527.4% | -533.7% | -48.1% |
| 5Y | -61.3% | +400.4% | -461.7% | -78.1% |
| 10Y | +17.6% | +621.5% | -603.9% | -40.9% |
| All | +17.6% | +599.4% | -581.8% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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