+54.3%
JD vs PHM
+670.1%
-615.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.7% | -3.2% | +1.5% | -0.8% |
| 30D | -13.2% | -6.4% | -6.7% | -11.6% |
| 3M | -3.2% | +5.5% | -8.7% | -5.4% |
| 6M | +15.2% | -5.4% | +20.7% | +15.7% |
| YTD | +2.0% | +6.6% | -4.6% | -1.5% |
| 1Y | -5.4% | -8.8% | +3.5% | -4.5% |
| 3Y | -9.1% | +54.1% | -63.2% | -23.6% |
| 5Y | -59.6% | +144.5% | -204.1% | -71.2% |
| 10Y | +26.2% | +569.4% | -543.2% | -35.5% |
| All | +54.3% | +670.1% | -615.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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