+28.9%
JD vs HDB
+61.5%
-32.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.4% |
| 7D | +7.9% | +13.7% | -5.8% | +3.1% |
| 30D | +4.8% | +15.8% | -11.1% | -0.6% |
| 3M | -13.9% | +9.2% | -23.1% | -16.8% |
| 6M | -5.8% | +3.2% | -9.0% | -8.0% |
| YTD | +2.4% | -29.4% | +31.8% | +14.5% |
| 1Y | -7.5% | -27.9% | +20.4% | +2.5% |
| 3Y | +20.9% | -5.9% | +26.8% | +18.5% |
| 5Y | -58.0% | -23.5% | -34.5% | -56.3% |
| 10Y | +28.9% | +61.3% | -32.4% | +7.1% |
| All | +28.9% | +61.5% | -32.6% | +7.1% |
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