+11.7%
DASH vs JHX
+14.6%
-2.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.5% |
| 7D | -10.6% | +1.5% | -12.1% | -11.1% |
| 30D | +2.2% | +7.2% | -5.0% | -0.4% |
| 3M | +32.3% | +29.9% | +2.3% | +20.7% |
| 6M | +19.1% | +35.4% | -16.3% | +6.1% |
| YTD | -6.5% | +46.5% | -53.0% | -19.6% |
| 1Y | -14.9% | +55.5% | -70.4% | -28.9% |
| 3Y | +151.9% | -0.4% | +152.4% | +114.7% |
| 5Y | +9.4% | -23.3% | +32.8% | +2.2% |
| All | +11.7% | +14.6% | -2.9% | +6.7% |
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