+61.4%
HYG vs JD
+45.3%
+16.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -0.1% | -16.0% | +16.0% | +0.9% |
| 3M | +1.0% | -3.2% | +4.2% | +1.1% |
| 6M | +2.3% | +6.1% | -3.7% | +1.8% |
| YTD | +2.1% | -0.1% | +2.2% | +1.9% |
| 1Y | +3.8% | -12.7% | +16.5% | +4.3% |
| 3Y | +26.7% | -6.3% | +33.0% | +25.1% |
| 5Y | +19.3% | -61.3% | +80.6% | +21.7% |
| 10Y | +55.3% | +17.6% | +37.7% | +43.7% |
| All | +61.4% | +45.3% | +16.1% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling