-17.4%
JD vs HBM
+117.5%
-135.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.4% |
| 7D | -3.0% | +5.5% | -8.5% | -3.7% |
| 30D | -19.3% | +3.3% | -22.6% | -19.8% |
| 3M | -6.0% | +12.7% | -18.7% | -7.6% |
| 6M | +1.8% | +28.2% | -26.4% | -3.0% |
| YTD | -2.6% | +45.3% | -47.9% | -11.0% |
| 1Y | -17.4% | +121.7% | -139.1% | -32.6% |
| All | -17.4% | +117.5% | -135.0% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling