+12,221.5%
DHI vs JBL
+43,670.5%
-31,449.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.6% |
| 7D | -3.4% | +2.4% | -5.8% | -3.9% |
| 30D | -5.4% | -13.1% | +7.7% | -2.7% |
| 3M | -10.4% | -15.6% | +5.1% | -7.8% |
| 6M | -2.8% | +24.6% | -27.3% | -8.4% |
| YTD | -3.4% | +39.6% | -43.0% | -11.6% |
| 1Y | -22.9% | +48.6% | -71.5% | -30.9% |
| 3Y | +20.7% | +197.3% | -176.6% | -10.2% |
| 5Y | +62.1% | +413.0% | -350.9% | +6.4% |
| 10Y | +410.4% | +1,543.9% | -1,133.5% | +158.7% |
| All | +12,221.5% | +43,670.5% | -31,449.0% | +4,334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling