+0.9%
JD vs DHI
-7.3%
+8.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.1% |
| 7D | -2.6% | -6.1% | +3.5% | -3.1% |
| 30D | -15.4% | -10.1% | -5.3% | -16.0% |
| 3M | -5.0% | -7.3% | +2.3% | -6.2% |
| 6M | +0.9% | -6.1% | +7.0% | -1.4% |
| All | +0.9% | -7.3% | +8.2% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling