+32.5%
JD vs HBM
+301.8%
-269.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | +0.7% |
| 7D | +5.2% | +2.4% | +2.8% | +4.2% |
| 30D | +4.5% | -16.0% | +20.5% | +8.7% |
| 3M | -15.4% | -21.3% | +5.9% | -11.0% |
| 6M | -6.0% | -12.2% | +6.2% | -6.0% |
| YTD | +2.2% | +10.7% | -8.5% | -6.3% |
| 1Y | -6.7% | +30.3% | -37.0% | -18.6% |
| 3Y | +20.5% | +432.2% | -411.7% | -31.7% |
| 5Y | -58.4% | +218.8% | -277.2% | -74.1% |
| 10Y | +32.5% | +281.4% | -248.9% | -29.7% |
| All | +32.5% | +301.8% | -269.3% | -29.7% |
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