+6.3%
DHR vs JAAA
+29.3%
-23.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +0.2% | +0.5% | -0.2% | -0.5% |
| 3M | +12.1% | +1.2% | +10.8% | +10.0% |
| 6M | +5.4% | +2.8% | +2.6% | +0.9% |
| YTD | -10.0% | +3.2% | -13.2% | -14.2% |
| 1Y | +4.1% | +4.8% | -0.8% | -3.2% |
| 3Y | -5.2% | +19.0% | -24.2% | -19.4% |
| 5Y | -28.2% | +26.8% | -55.1% | -41.3% |
| All | +6.3% | +29.3% | -23.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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