-5.4%
JD vs HDB
-34.6%
+29.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | -13.2% | -2.8% | -10.3% | -13.0% |
| 3M | -3.2% | -3.5% | +0.4% | -4.1% |
| 6M | +15.2% | -24.7% | +39.9% | +17.7% |
| YTD | +2.0% | -36.6% | +38.5% | +6.4% |
| 1Y | -5.4% | -34.4% | +29.0% | -1.9% |
| All | -5.4% | -34.6% | +29.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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