-5.2%
DHR vs JD
-6.1%
+1.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +0.2% | -16.0% | +16.3% | +2.1% |
| 3M | +12.1% | -3.2% | +15.2% | +12.4% |
| 6M | +5.4% | +6.1% | -0.6% | +4.4% |
| YTD | -10.0% | -0.1% | -9.9% | -10.2% |
| 1Y | +4.1% | -12.7% | +16.8% | +5.2% |
| 3Y | -5.2% | -6.3% | +1.1% | -3.7% |
| All | -5.2% | -6.1% | +1.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 3y: compounded portfolio wealth divided by compounded JD 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…
3y analysis · Full analysis span regression · 6 months rolling