-28.0%
DHR vs JCI
+111.7%
-139.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | -3.6% | +0.7% | -4.4% | -3.9% |
| 30D | -2.7% | -4.4% | +1.7% | -1.5% |
| 3M | +10.9% | +1.7% | +9.3% | +9.6% |
| 6M | +3.0% | +8.8% | -5.8% | -1.2% |
| YTD | -12.2% | +22.6% | -34.8% | -19.8% |
| 1Y | +3.3% | +36.2% | -32.9% | -9.7% |
| 3Y | -8.2% | +168.0% | -176.2% | -40.8% |
| All | -28.0% | +111.7% | -139.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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