+34.4%
JD vs XHB
+237.3%
-203.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +4.6% | +9.9% | -5.3% | -0.8% |
| 3M | -4.7% | -6.3% | +1.5% | -2.1% |
| 6M | -17.4% | +3.8% | -21.2% | -20.7% |
| YTD | +0.7% | +0.1% | +0.6% | -2.5% |
| 1Y | -5.9% | -0.8% | -5.1% | -8.6% |
| 3Y | +18.9% | +35.6% | -16.7% | -6.7% |
| 5Y | -62.9% | +29.6% | -92.5% | -70.7% |
| All | +34.4% | +237.3% | -203.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling