+6.1%
DASH vs JHX
+6.3%
-0.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.7% |
| 7D | -9.4% | -4.9% | -4.6% | -8.0% |
| 30D | -5.2% | -9.3% | +4.1% | -2.3% |
| 3M | +33.1% | +28.1% | +5.1% | +22.0% |
| 6M | +18.3% | +35.2% | -16.9% | +5.3% |
| YTD | -11.2% | +35.9% | -47.1% | -21.8% |
| 1Y | -21.9% | +42.5% | -64.4% | -32.8% |
| 3Y | +144.7% | -4.5% | +149.1% | +109.5% |
| 5Y | -4.4% | -27.1% | +22.7% | -9.3% |
| All | +6.1% | +6.3% | -0.2% | +3.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling