+351.3%
DAL vs JHX
+530.4%
-179.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.9% |
| 7D | +0.1% | +1.5% | -1.4% | -0.4% |
| 30D | -13.9% | +7.2% | -21.1% | -16.1% |
| 3M | +1.1% | +29.9% | -28.8% | -7.9% |
| 6M | +26.2% | +35.4% | -9.1% | +13.0% |
| YTD | +16.4% | +46.5% | -30.0% | +1.2% |
| 1Y | +33.9% | +55.5% | -21.7% | +13.0% |
| 3Y | +93.4% | -0.4% | +93.8% | +75.2% |
| 5Y | +106.4% | -23.3% | +129.7% | +99.5% |
| 10Y | +143.0% | +111.1% | +31.8% | +61.3% |
| All | +351.3% | +530.4% | -179.1% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling