+203.8%
DHR vs JHX
+106.3%
+97.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | -6.3% | +2.7% | -2.2% |
| 30D | -2.7% | -7.7% | +5.0% | -1.0% |
| 3M | +10.9% | +19.2% | -8.2% | +6.4% |
| 6M | +3.0% | +38.3% | -35.2% | -5.2% |
| YTD | -12.2% | +37.2% | -49.4% | -19.3% |
| 1Y | +3.3% | +42.3% | -39.0% | -6.3% |
| 3Y | -8.2% | -4.4% | -3.8% | -14.3% |
| 5Y | -29.9% | -26.4% | -3.5% | -32.7% |
| All | +203.8% | +106.3% | +97.5% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling