-8.9%
DASH vs JHX
+3.9%
-12.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.2% |
| 7D | -4.1% | -3.8% | -0.2% | -2.9% |
| 30D | -10.6% | +11.7% | -22.3% | -13.7% |
| 3M | -18.8% | -10.7% | -8.1% | -15.9% |
| 6M | +11.2% | +36.5% | -25.3% | -0.4% |
| YTD | -23.8% | +32.8% | -56.6% | -32.4% |
| 1Y | -12.2% | +62.5% | -74.7% | -27.6% |
| 3Y | +97.3% | -5.7% | +103.0% | +70.8% |
| 5Y | -29.8% | -32.2% | +2.3% | -31.4% |
| All | -8.9% | +3.9% | -12.9% | -10.2% |
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