+54.3%
JD vs HIG
+422.6%
-368.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -13.2% | -3.2% | -9.9% | -12.4% |
| 3M | -3.2% | +9.1% | -12.3% | -5.5% |
| 6M | +15.2% | -1.8% | +17.0% | +15.4% |
| YTD | +2.0% | +1.8% | +0.2% | +1.1% |
| 1Y | -5.4% | +4.6% | -9.9% | -7.1% |
| 3Y | -9.1% | +101.6% | -110.7% | -26.6% |
| 5Y | -59.6% | +124.5% | -184.1% | -68.5% |
| 10Y | +26.2% | +317.8% | -291.6% | -23.3% |
| All | +54.3% | +422.6% | -368.2% | -19.7% |
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