+54.3%
JD vs PH
+855.7%
-801.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -1.7% | -3.1% | +1.4% | -0.5% |
| 30D | -13.2% | -3.2% | -9.9% | -12.2% |
| 3M | -3.2% | +10.6% | -13.8% | -7.7% |
| 6M | +15.2% | -2.1% | +17.4% | +14.8% |
| YTD | +2.0% | +10.2% | -8.2% | -3.4% |
| 1Y | -5.4% | +28.2% | -33.6% | -16.2% |
| 3Y | -9.1% | +134.9% | -144.0% | -39.3% |
| 5Y | -59.6% | +253.6% | -313.2% | -77.7% |
| 10Y | +26.2% | +804.7% | -778.5% | -58.4% |
| All | +54.3% | +855.7% | -801.4% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling