-61.3%
JD vs HBM
+349.4%
-410.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | -1.7% | -6.4% | +4.7% | +0.4% |
| 30D | -13.2% | +5.9% | -19.1% | -15.0% |
| 3M | -3.2% | -8.9% | +5.7% | -2.2% |
| 6M | +15.2% | +10.7% | +4.6% | +6.9% |
| YTD | +2.0% | +38.3% | -36.3% | -14.5% |
| 1Y | -5.4% | +121.3% | -126.7% | -34.7% |
| 3Y | -9.1% | +450.6% | -459.7% | -59.2% |
| All | -61.3% | +349.4% | -410.6% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling