-22.9%
DHI vs JHX
+43.8%
-66.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | -3.4% | -6.3% | +2.9% | -0.5% |
| 30D | -5.4% | -7.7% | +2.3% | -2.0% |
| 3M | -10.4% | +19.2% | -29.6% | -17.1% |
| 6M | -2.8% | +38.3% | -41.0% | -16.3% |
| YTD | -3.4% | +37.2% | -40.6% | -16.2% |
| 1Y | -22.9% | +42.3% | -65.2% | -33.1% |
| All | -22.9% | +43.8% | -66.7% | -33.1% |
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