-5.4%
JD vs USHY
+4.6%
-9.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -0.1% | -1.5% | -1.4% |
| 30D | -13.2% | +0.1% | -13.2% | -13.4% |
| 3M | -3.2% | +0.8% | -4.0% | -5.2% |
| 6M | +15.2% | +1.7% | +13.5% | +11.1% |
| YTD | +2.0% | +2.5% | -0.5% | -4.7% |
| 1Y | -5.4% | +4.4% | -9.8% | -18.2% |
| All | -5.4% | +4.6% | -9.9% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling