+54.6%
JD vs HIG
+420.4%
-365.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | +5.2% | +2.1% | +3.1% | +4.6% |
| 30D | +4.5% | +6.7% | -2.2% | +2.7% |
| 3M | -15.4% | -1.9% | -13.5% | -15.1% |
| 6M | -6.0% | +5.3% | -11.4% | -7.6% |
| YTD | +2.2% | +1.3% | +0.8% | +1.2% |
| 1Y | -6.7% | +7.2% | -13.8% | -8.9% |
| 3Y | +20.5% | +96.6% | -76.1% | -2.1% |
| 5Y | -58.4% | +110.0% | -168.4% | -67.1% |
| 10Y | +32.5% | +268.4% | -235.9% | -13.6% |
| All | +54.6% | +420.4% | -365.8% | -19.5% |
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