+490.5%
DDOG vs JHX
+78.7%
+411.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | +3.2% | -4.9% | +8.1% | +4.5% |
| 30D | -10.2% | -9.3% | -0.9% | -7.9% |
| 3M | -2.6% | +28.1% | -30.7% | -9.3% |
| 6M | +80.1% | +35.2% | +44.9% | +62.4% |
| YTD | +63.0% | +35.9% | +27.2% | +46.3% |
| 1Y | +59.4% | +42.5% | +16.8% | +39.4% |
| 3Y | +127.0% | -4.5% | +131.5% | +102.7% |
| 5Y | +61.7% | -27.1% | +88.8% | +51.2% |
| All | +490.5% | +78.7% | +411.8% | +286.3% |
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