+413.7%
JBL vs USHY
+20.9%
+392.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +2.4% | -0.7% | +3.1% | +4.1% |
| 30D | -13.1% | -0.7% | -12.4% | -11.7% |
| 3M | -15.6% | +0.1% | -15.6% | -15.6% |
| 6M | +24.6% | +1.8% | +22.8% | +20.7% |
| YTD | +39.6% | +1.8% | +37.8% | +35.5% |
| 1Y | +48.6% | +3.3% | +45.3% | +40.0% |
| 3Y | +197.3% | +27.0% | +170.3% | +88.4% |
| All | +413.7% | +20.9% | +392.8% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling