-38.0%
DOCS vs JHX
-13.2%
-24.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | -1.1% |
| 7D | 0.0% | +7.7% | -7.7% | -2.2% |
| 30D | +7.8% | +19.2% | -11.4% | +2.3% |
| 3M | +20.0% | -1.0% | +20.9% | +19.9% |
| 6M | +26.5% | +42.7% | -16.2% | +14.4% |
| YTD | -25.8% | +44.3% | -70.1% | -34.2% |
| 1Y | -39.5% | +72.2% | -111.6% | -49.2% |
| 3Y | +60.3% | +1.1% | +59.2% | +37.7% |
| 5Y | -57.0% | -23.6% | -33.5% | -55.5% |
| All | -38.0% | -13.2% | -24.8% | -40.9% |
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