-8.9%
JD vs USHY
+1.6%
-10.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.7% |
| 7D | -4.0% | -0.3% | -3.7% | -3.6% |
| 30D | +2.7% | +0.3% | +2.4% | +2.1% |
| 3M | -13.0% | -1.7% | -11.3% | -10.8% |
| 6M | -12.7% | -0.4% | -12.3% | -12.6% |
| YTD | -0.8% | +0.7% | -1.5% | -3.5% |
| 1Y | -8.9% | +1.8% | -10.7% | -13.4% |
| All | -8.9% | +1.6% | -10.5% | -13.4% |
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