-64.9%
DOCS vs JHX
+48.3%
-113.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.9% |
| 7D | -7.3% | +4.5% | -11.8% | -8.2% |
| 30D | -10.9% | -1.2% | -9.7% | -10.7% |
| 3M | +20.3% | +32.8% | -12.5% | +16.8% |
| 6M | -3.6% | +41.2% | -44.8% | -7.2% |
| YTD | -44.9% | +43.9% | -88.8% | -47.5% |
| 1Y | -64.9% | +48.0% | -112.9% | -66.7% |
| All | -64.9% | +48.3% | -113.2% | -66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling