+16.5%
JD vs DHI
+414.5%
-398.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -4.2% | -3.4% | -0.8% | -3.3% |
| 30D | -14.4% | -5.4% | -9.0% | -13.2% |
| 3M | -3.6% | -10.4% | +6.9% | -1.3% |
| 6M | -0.3% | -2.8% | +2.5% | -1.0% |
| YTD | -2.4% | -3.4% | +1.1% | -3.3% |
| 1Y | -18.5% | -22.9% | +4.4% | -14.0% |
| 3Y | -7.0% | +20.7% | -27.7% | -17.9% |
| 5Y | -61.7% | +62.1% | -123.8% | -70.1% |
| All | +16.5% | +414.5% | -398.0% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling