-37.3%
DOCS vs JHX
-17.6%
-19.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.1% |
| 7D | -4.2% | -3.7% | -0.5% | -3.2% |
| 30D | +8.6% | +14.8% | -6.2% | +4.2% |
| 3M | +27.2% | -8.5% | +35.8% | +30.1% |
| 6M | +26.5% | +39.2% | -12.7% | +15.3% |
| YTD | -25.0% | +37.0% | -62.0% | -32.5% |
| 1Y | -37.0% | +66.6% | -103.6% | -46.6% |
| 3Y | +39.4% | -2.7% | +42.1% | +20.8% |
| 5Y | -56.7% | -26.3% | -30.4% | -54.9% |
| All | -37.3% | -17.6% | -19.7% | -39.3% |
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