+163.4%
JPM vs DHI
+21.1%
+142.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.6% |
| 7D | -0.7% | -3.4% | +2.7% | -0.4% |
| 30D | -2.5% | -5.4% | +3.0% | -2.0% |
| 3M | +14.1% | -10.4% | +24.6% | +15.1% |
| 6M | +25.1% | -2.8% | +27.9% | +25.1% |
| YTD | +12.1% | -3.4% | +15.5% | +12.0% |
| 1Y | +18.8% | -22.9% | +41.7% | +20.3% |
| 3Y | +163.4% | +20.7% | +142.7% | +145.7% |
| All | +163.4% | +21.1% | +142.4% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling