+18.9%
JD vs HDB
-7.5%
+26.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | -4.1% | +2.7% | -6.9% | -4.7% |
| 30D | +4.6% | +14.1% | -9.5% | +1.6% |
| 3M | -4.7% | +11.8% | -16.6% | -7.2% |
| 6M | -17.4% | +8.2% | -25.5% | -19.7% |
| YTD | +0.7% | -29.3% | +30.0% | +9.3% |
| 1Y | -5.9% | -28.8% | +22.9% | +1.9% |
| 3Y | +18.9% | -7.5% | +26.3% | +24.6% |
| All | +18.9% | -7.5% | +26.4% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling