-57.1%
JD vs PH
+197.3%
-254.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +0.5% |
| 7D | +13.4% | +2.0% | +11.4% | +12.4% |
| 30D | +7.7% | -3.7% | +11.4% | +8.9% |
| 3M | -11.3% | -14.0% | +2.8% | -6.3% |
| 6M | -5.1% | +2.1% | -7.3% | -7.2% |
| YTD | +5.0% | +5.1% | 0.0% | +0.5% |
| 1Y | -5.6% | +10.9% | -16.6% | -12.0% |
| 3Y | +17.8% | +132.9% | -115.2% | -27.0% |
| All | -57.1% | +197.3% | -254.4% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling