+32.5%
JD vs XHB
+248.4%
-215.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.1% |
| 7D | +5.2% | +1.2% | +4.0% | +4.3% |
| 30D | +4.5% | +8.9% | -4.4% | -0.4% |
| 3M | -15.4% | -4.2% | -11.3% | -14.2% |
| 6M | -6.0% | +1.4% | -7.4% | -8.6% |
| YTD | +2.2% | +1.2% | +0.9% | -1.6% |
| 1Y | -6.7% | -1.3% | -5.4% | -9.1% |
| 3Y | +20.5% | +36.6% | -16.0% | -5.7% |
| 5Y | -58.4% | +34.3% | -92.7% | -67.8% |
| 10Y | +32.5% | +241.1% | -208.6% | -38.7% |
| All | +32.5% | +248.4% | -215.9% | -38.7% |
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