+46.1%
DE vs JHX
+44.7%
+1.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.3% | -6.7% | -0.1% |
| 7D | +5.6% | +13.3% | -7.7% | +2.9% |
| 30D | -0.8% | +17.1% | -18.0% | -4.1% |
| 3M | +9.8% | +4.1% | +5.7% | +8.5% |
| 6M | +17.5% | +48.5% | -30.9% | +6.8% |
| YTD | +46.5% | +42.3% | +4.2% | +34.7% |
| 1Y | +46.1% | +47.4% | -1.3% | +34.1% |
| All | +46.1% | +44.7% | +1.4% | +34.1% |
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