-12.4%
JD vs USHY
+50.7%
-63.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| 3M | -3.2% | +0.8% | -4.0% | -4.8% |
| 6M | +15.2% | +1.7% | +13.5% | +11.4% |
| YTD | +2.0% | +2.5% | -0.5% | -2.8% |
| 1Y | -5.4% | +4.4% | -9.8% | -12.9% |
| 3Y | -9.1% | +27.4% | -36.5% | -42.4% |
| 5Y | -59.6% | +21.7% | -81.3% | -71.6% |
| All | -12.4% | +50.7% | -63.1% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling