+17.6%
JD vs HDB
+34.0%
-16.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -1.0% |
| 7D | -0.8% | -2.0% | +1.3% | -0.1% |
| 30D | -16.0% | -4.9% | -11.2% | -14.6% |
| 3M | -3.2% | -2.3% | -0.9% | -3.3% |
| 6M | +6.1% | -23.7% | +29.8% | +15.5% |
| YTD | -0.1% | -38.5% | +38.4% | +17.5% |
| 1Y | -12.7% | -36.5% | +23.7% | +1.2% |
| 3Y | -6.3% | -28.5% | +22.2% | +1.8% |
| 5Y | -61.3% | -37.4% | -24.0% | -56.7% |
| 10Y | +17.6% | +34.0% | -16.4% | +3.8% |
| All | +17.6% | +34.0% | -16.4% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling