+162.3%
JPM vs DHR
-4.8%
+167.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.4% | -2.4% | +2.0% | +0.1% |
| 30D | -1.4% | -2.2% | +0.7% | -1.0% |
| 3M | +13.9% | +9.0% | +5.0% | +11.1% |
| 6M | +23.5% | +3.5% | +20.1% | +21.8% |
| YTD | +11.6% | -10.1% | +21.8% | +13.8% |
| 1Y | +21.4% | +6.2% | +15.2% | +18.0% |
| All | +162.3% | -4.8% | +167.1% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling