+590.9%
JPM vs DHR
+209.4%
+381.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.7% | -3.6% | +2.9% | +0.6% |
| 30D | -2.5% | -2.7% | +0.3% | -1.7% |
| 3M | +14.1% | +10.9% | +3.2% | +8.7% |
| 6M | +25.1% | +3.0% | +22.1% | +22.1% |
| YTD | +12.1% | -12.2% | +24.3% | +16.1% |
| 1Y | +18.8% | +3.3% | +15.5% | +14.7% |
| 3Y | +163.4% | -8.2% | +171.6% | +158.5% |
| 5Y | +156.5% | -29.9% | +186.4% | +177.0% |
| All | +590.9% | +209.4% | +381.4% | +252.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling