+7,436.3%
JPM vs DHI
+12,289.5%
-4,853.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | -2.3% | -6.1% | +3.8% | -0.5% |
| 30D | -2.3% | -10.1% | +7.8% | +0.7% |
| 3M | +14.9% | -7.3% | +22.2% | +16.9% |
| 6M | +23.6% | -6.1% | +29.8% | +24.9% |
| YTD | +11.3% | -5.0% | +16.3% | +11.5% |
| 1Y | +19.9% | -22.1% | +42.0% | +26.9% |
| 3Y | +162.6% | +19.2% | +143.4% | +132.5% |
| 5Y | +154.6% | +59.4% | +95.2% | +98.9% |
| 10Y | +589.9% | +401.8% | +188.1% | +247.1% |
| All | +7,436.3% | +12,289.5% | -4,853.2% | +1,720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling