+63.6%
DDOG vs JHX
-27.7%
+91.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +3.9% | -6.3% | +10.2% | +5.5% |
| 30D | -8.2% | -7.7% | -0.4% | -6.5% |
| 3M | -5.6% | +19.2% | -24.7% | -9.9% |
| 6M | +73.5% | +38.3% | +35.2% | +56.9% |
| YTD | +62.7% | +37.2% | +25.5% | +46.9% |
| 1Y | +59.0% | +42.3% | +16.7% | +40.7% |
| 3Y | +117.1% | -4.4% | +121.5% | +90.6% |
| All | +63.6% | -27.7% | +91.3% | +60.6% |
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