+59.0%
JD vs HDB
+140.3%
-81.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +1.0% |
| 7D | +13.4% | +13.3% | 0.0% | +8.2% |
| 30D | +7.7% | +13.6% | -5.9% | +2.6% |
| 3M | -11.3% | +5.8% | -17.0% | -13.4% |
| 6M | -5.1% | -1.9% | -3.2% | -5.7% |
| YTD | +5.0% | -31.2% | +36.2% | +19.4% |
| 1Y | -5.6% | -29.6% | +23.9% | +6.2% |
| 3Y | +17.8% | -10.1% | +27.9% | +17.4% |
| 5Y | -57.2% | -24.3% | -32.8% | -54.9% |
| 10Y | +34.8% | +59.3% | -24.5% | -2.3% |
| All | +59.0% | +140.3% | -81.3% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling