+3,458.2%
DHR vs JHX
+2,243.5%
+1,214.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | -6.3% | +2.7% | -2.4% |
| 30D | -2.7% | -7.7% | +5.0% | -1.2% |
| 3M | +10.9% | +19.2% | -8.2% | +7.0% |
| 6M | +3.0% | +38.3% | -35.2% | -4.2% |
| YTD | -12.2% | +37.2% | -49.4% | -18.4% |
| 1Y | +3.3% | +42.3% | -39.0% | -5.1% |
| 3Y | -8.2% | -4.4% | -3.8% | -12.9% |
| 5Y | -29.9% | -26.4% | -3.5% | -31.5% |
| 10Y | +208.5% | +106.3% | +102.2% | +136.0% |
| All | +3,458.2% | +2,243.5% | +1,214.7% | +1,806.8% |
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 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