-5.4%
JD vs PH
+30.5%
-35.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.7% | -3.1% | +1.4% | -1.4% |
| 30D | -13.2% | -3.2% | -9.9% | -12.9% |
| 3M | -3.2% | +10.6% | -13.8% | -4.7% |
| 6M | +15.2% | -2.1% | +17.4% | +15.4% |
| YTD | +2.0% | +10.2% | -8.2% | -1.0% |
| 1Y | -5.4% | +28.2% | -33.6% | -12.9% |
| All | -5.4% | +30.5% | -35.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling