+192.5%
JNJ vs DHI
+414.5%
-222.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -3.5% | -3.4% | -0.1% | -3.1% |
| 30D | +2.3% | -5.4% | +7.7% | +3.0% |
| 3M | +12.0% | -10.4% | +22.4% | +13.3% |
| 6M | +10.5% | -2.8% | +13.2% | +10.4% |
| YTD | +30.4% | -3.4% | +33.8% | +30.2% |
| 1Y | +52.1% | -22.9% | +75.0% | +56.1% |
| 3Y | +77.8% | +20.7% | +57.1% | +69.4% |
| 5Y | +82.9% | +62.1% | +20.8% | +64.0% |
| All | +192.5% | +414.5% | -222.0% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling