+54.6%
JD vs HDB
+148.3%
-93.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +5.2% | +12.7% | -7.5% | +0.5% |
| 30D | +4.5% | +16.6% | -12.1% | -1.4% |
| 3M | -15.4% | +10.8% | -26.2% | -18.9% |
| 6M | -6.0% | +3.8% | -9.9% | -8.6% |
| YTD | +2.2% | -28.9% | +31.1% | +14.7% |
| 1Y | -6.7% | -28.0% | +21.3% | +4.1% |
| 3Y | +20.5% | -7.2% | +27.7% | +18.6% |
| 5Y | -58.4% | -22.2% | -36.2% | -56.7% |
| 10Y | +32.5% | +63.6% | -31.1% | -4.9% |
| All | +54.6% | +148.3% | -93.7% | -8.2% |
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