+404.6%
DHI vs JBL
+1,558.3%
-1,153.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | 0.0% |
| 7D | -3.4% | +2.4% | -5.8% | -4.2% |
| 30D | -5.4% | -13.1% | +7.7% | -1.0% |
| 3M | -10.4% | -15.6% | +5.1% | -6.2% |
| 6M | -2.8% | +24.6% | -27.3% | -12.3% |
| YTD | -3.4% | +39.6% | -43.0% | -17.3% |
| 1Y | -22.9% | +48.6% | -71.5% | -36.4% |
| 3Y | +20.7% | +197.3% | -176.6% | -31.6% |
| 5Y | +62.1% | +413.0% | -350.9% | -31.4% |
| All | +404.6% | +1,558.3% | -1,153.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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