+54.3%
JD vs XHB
+270.0%
-215.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | -1.7% | -1.3% | -0.4% | -1.0% |
| 30D | -13.2% | -6.9% | -6.3% | -10.0% |
| 3M | -3.2% | -1.3% | -1.9% | -3.8% |
| 6M | +15.2% | -6.8% | +22.0% | +17.3% |
| YTD | +2.0% | +0.7% | +1.2% | -1.1% |
| 1Y | -5.4% | -11.2% | +5.9% | -1.7% |
| 3Y | -9.1% | +25.3% | -34.4% | -25.5% |
| 5Y | -59.6% | +37.3% | -96.9% | -69.2% |
| 10Y | +26.2% | +211.5% | -185.3% | -43.3% |
| All | +54.3% | +270.0% | -215.7% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling