-6.3%
JD vs USHY
+27.8%
-34.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | -16.0% | 0.0% | -16.0% | -16.0% |
| 3M | -3.2% | +1.2% | -4.3% | -6.0% |
| 6M | +6.1% | +2.6% | +3.4% | -0.6% |
| YTD | -0.1% | +2.4% | -2.6% | -6.0% |
| 1Y | -12.7% | +4.2% | -17.0% | -21.3% |
| 3Y | -6.3% | +28.0% | -34.3% | -47.7% |
| All | -6.3% | +27.8% | -34.1% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling