+134.2%
DAL vs JHX
+106.3%
+27.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | -0.3% | -6.3% | +6.0% | +2.2% |
| 30D | -11.1% | -7.7% | -3.4% | -8.4% |
| 3M | -2.1% | +19.2% | -21.3% | -9.2% |
| 6M | +35.8% | +38.3% | -2.5% | +18.3% |
| YTD | +16.0% | +37.2% | -21.2% | +1.1% |
| 1Y | +33.7% | +42.3% | -8.6% | +13.5% |
| 3Y | +102.3% | -4.4% | +106.7% | +79.7% |
| 5Y | +110.3% | -26.4% | +136.7% | +104.0% |
| All | +134.2% | +106.3% | +27.9% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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