-54.4%
DOCS vs JHX
-16.2%
-38.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | 0.0% |
| 7D | -8.1% | +1.6% | -9.7% | -8.5% |
| 30D | -5.6% | -5.0% | -0.6% | -4.3% |
| 3M | +18.3% | +24.5% | -6.2% | +11.5% |
| 6M | -5.1% | +34.9% | -40.0% | -13.2% |
| YTD | -45.4% | +39.3% | -84.7% | -51.0% |
| 1Y | -65.2% | +48.6% | -113.8% | -69.6% |
| 3Y | +6.6% | -2.0% | +8.6% | -8.2% |
| 5Y | -76.1% | -24.4% | -51.7% | -75.6% |
| All | -54.4% | -16.2% | -38.2% | -55.9% |
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