-5.1%
DASH vs JHX
-24.7%
+19.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.6% |
| 7D | -12.8% | +1.6% | -14.4% | -13.3% |
| 30D | -6.0% | -5.0% | -1.0% | -4.6% |
| 3M | +26.7% | +24.5% | +2.3% | +17.2% |
| 6M | +11.7% | +34.9% | -23.2% | -0.4% |
| YTD | -12.9% | +39.3% | -52.2% | -23.9% |
| 1Y | -23.1% | +48.6% | -71.7% | -34.8% |
| 3Y | +140.0% | -2.0% | +142.1% | +101.9% |
| 5Y | -5.1% | -24.4% | +19.3% | -7.8% |
| All | -5.1% | -24.7% | +19.6% | -7.8% |
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 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