+19.8%
DDOG vs JHX
+44.7%
-24.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +8.3% | -22.7% | -12.9% |
| 7D | -32.2% | +13.3% | -45.5% | -30.6% |
| 30D | -31.7% | +17.1% | -48.9% | -29.9% |
| 3M | -34.5% | +4.1% | -38.6% | -33.5% |
| 6M | +28.7% | +48.5% | -19.8% | +39.6% |
| YTD | +38.8% | +42.3% | -3.5% | +58.9% |
| 1Y | +19.8% | +47.4% | -27.6% | +41.5% |
| All | +19.8% | +44.7% | -24.9% | +41.5% |
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