+98.6%
DAL vs JHX
-24.7%
+123.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.8% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | -11.7% | -5.0% | -6.7% | -10.2% |
| 3M | -2.7% | +24.5% | -27.2% | -10.2% |
| 6M | +30.7% | +34.9% | -4.2% | +16.8% |
| YTD | +14.4% | +39.3% | -25.0% | +0.9% |
| 1Y | +31.2% | +48.6% | -17.4% | +12.4% |
| 3Y | +99.4% | -2.0% | +101.5% | +75.0% |
| 5Y | +98.6% | -24.4% | +122.9% | +102.4% |
| All | +98.6% | -24.7% | +123.2% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling