-57.1%
JD vs HIG
+104.7%
-161.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.3% |
| 7D | +13.4% | +1.1% | +12.3% | +13.0% |
| 30D | +7.7% | +5.6% | +2.1% | +6.0% |
| 3M | -11.3% | -6.9% | -4.4% | -9.6% |
| 6M | -5.1% | +1.3% | -6.4% | -5.8% |
| YTD | +5.0% | -1.5% | +6.5% | +4.8% |
| 1Y | -5.6% | +6.6% | -12.2% | -8.3% |
| 3Y | +17.8% | +91.2% | -73.4% | -13.3% |
| All | -57.1% | +104.7% | -161.8% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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