+16.1%
JPM vs DHR
+11.6%
+4.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.0% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | +6.5% | +6.2% | +0.3% | +5.9% |
| 3M | -1.0% | +20.8% | -21.8% | -3.2% |
| 6M | +15.5% | +35.5% | -20.0% | +9.4% |
| YTD | +11.4% | +3.2% | +8.1% | +11.6% |
| 1Y | +16.1% | +10.7% | +5.4% | +15.7% |
| All | +16.1% | +11.6% | +4.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 1y: compounded portfolio wealth divided by compounded DHR 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…
1y analysis · Full analysis span regression · 6 months rolling