-99.9%
DFNS vs JHX
+47.5%
-147.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -4.8% |
| 7D | +4.6% | +1.6% | +3.1% | +4.7% |
| 30D | -73.9% | -5.0% | -68.9% | -74.0% |
| 3M | -71.7% | +24.5% | -96.2% | -71.0% |
| 6M | -94.6% | +34.9% | -129.5% | -94.4% |
| YTD | -98.1% | +39.3% | -137.4% | -98.0% |
| 1Y | -98.3% | +48.6% | -146.9% | -98.2% |
| 3Y | -99.9% | -2.0% | -97.8% | -99.9% |
| 5Y | -99.9% | -24.4% | -75.5% | -99.9% |
| All | -99.9% | +47.5% | -147.4% | -99.9% |
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