+556.8%
DHR vs JD
+48.3%
+508.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | +4.0% | -13.2% | +17.2% | +6.0% |
| 3M | +11.5% | -3.2% | +14.7% | +11.9% |
| 6M | +1.9% | +15.2% | -13.4% | -0.6% |
| YTD | -8.9% | +2.0% | -10.9% | -9.6% |
| 1Y | +5.1% | -5.4% | +10.5% | +5.1% |
| 3Y | -10.3% | -9.1% | -1.2% | -12.1% |
| 5Y | -27.8% | -59.6% | +31.8% | -24.1% |
| 10Y | +203.6% | +26.2% | +177.4% | +161.9% |
| All | +556.8% | +48.3% | +508.5% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling