+54.3%
JD vs HDB
+121.6%
-67.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -13.2% | -2.8% | -10.3% | -12.2% |
| 3M | -3.2% | -3.5% | +0.4% | -2.7% |
| 6M | +15.2% | -24.7% | +39.9% | +26.8% |
| YTD | +2.0% | -36.6% | +38.5% | +19.9% |
| 1Y | -5.4% | -34.4% | +29.0% | +9.5% |
| 3Y | -9.1% | -24.4% | +15.3% | -2.8% |
| 5Y | -59.6% | -35.4% | -24.3% | -54.8% |
| 10Y | +26.2% | +39.5% | -13.3% | -2.9% |
| All | +54.3% | +121.6% | -67.2% | -4.0% |
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