+23.5%
DIS vs JHX
+106.3%
-82.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +1.2% | -6.3% | +7.5% | +3.0% |
| 30D | +3.2% | -7.7% | +11.0% | +5.4% |
| 3M | +7.0% | +19.2% | -12.2% | +1.2% |
| 6M | +6.4% | +38.3% | -31.9% | -4.4% |
| YTD | -5.6% | +37.2% | -42.8% | -15.3% |
| 1Y | -7.7% | +42.3% | -50.0% | -18.7% |
| 3Y | +33.2% | -4.4% | +37.6% | +19.9% |
| 5Y | -40.3% | -26.4% | -13.9% | -43.0% |
| All | +23.5% | +106.3% | -82.8% | -22.3% |
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