+61.6%
DDOG vs JHX
+56.2%
+5.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -0.7% |
| 7D | -10.1% | +1.5% | -11.7% | -10.1% |
| 30D | -24.8% | +7.2% | -32.0% | -24.4% |
| 3M | -12.6% | +29.9% | -42.5% | -10.1% |
| 6M | +79.9% | +35.4% | +44.6% | +86.6% |
| YTD | +56.6% | +46.5% | +10.1% | +68.6% |
| 1Y | +61.6% | +55.5% | +6.1% | +82.8% |
| All | +61.6% | +56.2% | +5.3% | +82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling