+16.9%
JD vs XHB
+202.9%
-186.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -1.7% |
| 7D | -3.0% | -1.9% | -1.1% | -2.0% |
| 30D | -19.3% | -8.3% | -11.0% | -15.8% |
| 3M | -6.0% | -7.1% | +1.1% | -3.5% |
| 6M | +1.8% | -5.3% | +7.0% | +2.7% |
| YTD | -2.6% | -3.2% | +0.6% | -3.4% |
| 1Y | -17.4% | -13.9% | -3.6% | -13.0% |
| 3Y | -8.6% | +24.9% | -33.5% | -24.4% |
| 5Y | -61.6% | +34.5% | -96.1% | -70.1% |
| 10Y | +16.9% | +215.5% | -198.6% | -42.4% |
| All | +16.9% | +202.9% | -186.1% | -42.4% |
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