+140.7%
DASH vs JHX
+0.2%
+140.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -5.0% |
| 7D | -11.2% | +4.5% | -15.7% | -12.0% |
| 30D | -7.3% | -1.2% | -6.1% | -7.2% |
| 3M | +31.4% | +32.8% | -1.3% | +24.3% |
| 6M | +11.9% | +41.2% | -29.3% | +4.0% |
| YTD | -11.5% | +43.9% | -55.4% | -18.4% |
| 1Y | -20.0% | +48.0% | -68.1% | -26.9% |
| All | +140.7% | +0.2% | +140.5% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling