+590.9%
JPM vs DHI
+414.5%
+176.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.3% |
| 7D | -0.7% | -3.4% | +2.7% | +0.2% |
| 30D | -2.5% | -5.4% | +3.0% | -1.2% |
| 3M | +14.1% | -10.4% | +24.6% | +16.8% |
| 6M | +25.1% | -2.8% | +27.9% | +25.0% |
| YTD | +12.1% | -3.4% | +15.5% | +11.8% |
| 1Y | +18.8% | -22.9% | +41.7% | +24.9% |
| 3Y | +163.4% | +20.7% | +142.7% | +134.5% |
| 5Y | +156.5% | +62.1% | +94.4% | +101.5% |
| All | +590.9% | +414.5% | +176.3% | +259.9% |
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