+59.0%
JD vs XHB
+268.6%
-209.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | +13.4% | +1.3% | +12.0% | +12.3% |
| 30D | +7.7% | +7.8% | -0.1% | +3.1% |
| 3M | -11.3% | -5.5% | -5.8% | -9.2% |
| 6M | -5.1% | -2.6% | -2.6% | -5.7% |
| YTD | +5.0% | +0.4% | +4.7% | +1.6% |
| 1Y | -5.6% | -1.0% | -4.7% | -8.3% |
| 3Y | +17.8% | +37.3% | -19.5% | -9.0% |
| 5Y | -57.2% | +33.7% | -90.9% | -67.0% |
| 10Y | +34.8% | +256.9% | -222.1% | -45.6% |
| All | +59.0% | +268.6% | -209.7% | -37.6% |
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