+5,503.4%
DE vs JHX
+2,243.5%
+3,259.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -2.6% | -6.3% | +3.8% | -0.9% |
| 30D | +9.0% | -7.7% | +16.8% | +11.2% |
| 3M | +19.1% | +19.2% | 0.0% | +13.2% |
| 6M | +14.4% | +38.3% | -23.9% | +3.6% |
| YTD | +45.9% | +37.2% | +8.7% | +32.1% |
| 1Y | +43.6% | +42.3% | +1.3% | +27.7% |
| 3Y | +75.9% | -4.4% | +80.3% | +61.8% |
| 5Y | +98.8% | -26.4% | +125.1% | +91.0% |
| 10Y | +861.4% | +106.3% | +755.2% | +550.1% |
| All | +5,503.4% | +2,243.5% | +3,259.9% | +2,561.2% |
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