-61.6%
JD vs USHY
+21.5%
-83.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.0% |
| 7D | -3.0% | -0.1% | -2.8% | -2.7% |
| 30D | -19.3% | 0.0% | -19.3% | -19.3% |
| 3M | -6.0% | +0.8% | -6.9% | -7.9% |
| 6M | +1.8% | +1.9% | -0.1% | -2.6% |
| YTD | -2.6% | +2.3% | -4.8% | -7.5% |
| 1Y | -17.4% | +4.1% | -21.6% | -24.7% |
| 3Y | -8.6% | +27.8% | -36.4% | -47.0% |
| 5Y | -61.6% | +21.5% | -83.1% | -72.3% |
| All | -61.6% | +21.5% | -83.1% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling