+11,024.8%
JPM vs DHR
+56,062.1%
-45,037.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.9% |
| 7D | -0.4% | -0.8% | +0.4% | 0.0% |
| 30D | -1.1% | +0.2% | -1.4% | -1.5% |
| 3M | +14.1% | +12.1% | +2.1% | +7.1% |
| 6M | +23.3% | +5.4% | +17.9% | +18.4% |
| YTD | +11.3% | -10.0% | +21.2% | +14.4% |
| 1Y | +23.0% | +4.1% | +18.9% | +17.3% |
| 3Y | +162.6% | -5.2% | +167.7% | +153.6% |
| 5Y | +152.8% | -28.2% | +181.0% | +169.9% |
| 10Y | +583.6% | +208.4% | +375.2% | +252.7% |
| All | +11,024.8% | +56,062.1% | -45,037.2% | +735.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling