-40.7%
DIS vs JHX
-27.7%
-13.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.1% |
| 7D | -1.3% | -4.9% | +3.6% | -0.2% |
| 30D | +2.2% | -9.3% | +11.5% | +4.4% |
| 3M | +8.1% | +28.1% | -19.9% | +1.6% |
| 6M | +5.2% | +35.2% | -30.0% | -3.0% |
| YTD | -6.3% | +35.9% | -42.1% | -14.0% |
| 1Y | -7.3% | +42.5% | -49.8% | -16.4% |
| 3Y | +33.8% | -4.5% | +38.3% | +20.5% |
| 5Y | -40.7% | -27.1% | -13.6% | -44.0% |
| All | -40.7% | -27.7% | -13.0% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling