-16.0%
JD vs USHY
+3.5%
-19.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +1.2% |
| 7D | -2.6% | -0.7% | -1.9% | -1.0% |
| 30D | -15.4% | -0.5% | -14.8% | -14.4% |
| 3M | -5.0% | +0.5% | -5.5% | -6.5% |
| 6M | +0.9% | +1.5% | -0.6% | -3.0% |
| YTD | -2.5% | +1.7% | -4.2% | -7.5% |
| 1Y | -16.0% | +3.5% | -19.6% | -27.2% |
| All | -16.0% | +3.5% | -19.6% | -27.2% |
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