+55.2%
HYG vs JD
+20.6%
+34.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.7% | -4.2% | +3.5% | -0.5% |
| 30D | -0.7% | -14.4% | +13.7% | +0.1% |
| 3M | -0.2% | -3.6% | +3.4% | -0.1% |
| 6M | +1.4% | -0.3% | +1.7% | +1.3% |
| YTD | +1.5% | -2.4% | +3.8% | +1.4% |
| 1Y | +2.9% | -18.5% | +21.4% | +3.8% |
| 3Y | +25.6% | -7.0% | +32.7% | +24.0% |
| 5Y | +18.6% | -61.7% | +80.3% | +21.4% |
| All | +55.2% | +20.6% | +34.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling