+1,077.9%
JBL vs USHY
+50.4%
+1,027.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | +0.2% |
| 7D | +4.0% | -0.1% | +4.1% | +4.3% |
| 30D | -7.5% | 0.0% | -7.4% | -7.3% |
| 3M | -14.1% | +0.8% | -14.9% | -15.6% |
| 6M | +25.9% | +1.9% | +24.0% | +21.3% |
| YTD | +36.7% | +2.3% | +34.4% | +30.9% |
| 1Y | +49.0% | +4.1% | +44.9% | +37.0% |
| 3Y | +191.8% | +27.8% | +164.0% | +71.2% |
| 5Y | +409.8% | +21.5% | +388.3% | +248.4% |
| All | +1,077.9% | +50.4% | +1,027.5% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling