+59.0%
JD vs HIG
+406.0%
-347.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.2% |
| 7D | +13.4% | +1.1% | +12.3% | +13.0% |
| 30D | +7.7% | +5.6% | +2.1% | +6.1% |
| 3M | -11.3% | -6.9% | -4.4% | -9.8% |
| 6M | -5.1% | +1.3% | -6.4% | -5.8% |
| YTD | +5.0% | -1.5% | +6.5% | +4.9% |
| 1Y | -5.6% | +6.6% | -12.2% | -7.8% |
| 3Y | +17.8% | +91.2% | -73.4% | -3.7% |
| 5Y | -57.2% | +106.1% | -163.2% | -65.9% |
| 10Y | +34.8% | +283.7% | -248.9% | -14.9% |
| All | +59.0% | +406.0% | -347.1% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling