+135.3%
JPM vs DHR
-11.3%
+146.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | +1.2% | +2.3% | +3.2% |
| 30D | +3.3% | +3.7% | -0.5% | +2.2% |
| 3M | -4.2% | +14.5% | -18.7% | -7.9% |
| 6M | +16.4% | +40.9% | -24.5% | +4.5% |
| YTD | +9.5% | +2.4% | +7.1% | +7.9% |
| 1Y | +14.0% | +6.1% | +7.9% | +11.1% |
| 3Y | +153.1% | +21.0% | +132.1% | +127.9% |
| All | +135.3% | -11.3% | +146.6% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling