-6.4%
JD vs HDB
-27.9%
+21.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.8% |
| 7D | +7.9% | +13.7% | -5.8% | +6.2% |
| 30D | +4.8% | +15.8% | -11.1% | +2.9% |
| 3M | -13.9% | +9.2% | -23.1% | -15.0% |
| 6M | -5.8% | +3.2% | -9.0% | -7.3% |
| YTD | +2.4% | -29.4% | +31.8% | +3.8% |
| All | -6.4% | -27.9% | +21.5% | -5.3% |
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