+63.2%
DHI vs JBL
+409.3%
-346.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.5% |
| 7D | -3.4% | +2.4% | -5.8% | -4.0% |
| 30D | -5.4% | -13.1% | +7.7% | -2.4% |
| 3M | -10.4% | -15.6% | +5.1% | -7.4% |
| 6M | -2.8% | +24.6% | -27.3% | -9.4% |
| YTD | -3.4% | +39.6% | -43.0% | -13.2% |
| 1Y | -22.9% | +48.6% | -71.5% | -32.6% |
| 3Y | +20.7% | +197.3% | -176.6% | -22.9% |
| All | +63.2% | +409.3% | -346.1% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling