+59.0%
JD vs PH
+811.2%
-752.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +0.5% |
| 7D | +13.4% | +2.0% | +11.4% | +12.3% |
| 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% | -7.1% |
| YTD | +5.0% | +5.1% | 0.0% | +0.9% |
| 1Y | -5.6% | +10.9% | -16.6% | -11.4% |
| 3Y | +17.8% | +132.9% | -115.2% | -21.4% |
| 5Y | -57.2% | +200.1% | -257.2% | -74.8% |
| 10Y | +34.8% | +783.8% | -749.0% | -55.5% |
| All | +59.0% | +811.2% | -752.2% | -49.8% |
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