+59.0%
JD vs HBM
+126.3%
-67.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | +13.4% | -3.6% | +17.0% | +14.2% |
| 30D | +7.7% | -19.2% | +26.9% | +12.5% |
| 3M | -11.3% | -20.5% | +9.2% | -7.4% |
| 6M | -5.1% | -12.8% | +7.7% | -4.8% |
| YTD | +5.0% | +5.4% | -0.4% | -0.8% |
| 1Y | -5.6% | +33.0% | -38.6% | -16.0% |
| 3Y | +17.8% | +357.3% | -339.6% | -23.4% |
| 5Y | -57.2% | +210.4% | -267.6% | -70.7% |
| 10Y | +34.8% | +387.1% | -352.3% | -22.9% |
| All | +59.0% | +126.3% | -67.4% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling