-74.0%
DOCS vs JHX
-23.3%
-50.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.8% |
| 7D | -7.3% | +4.5% | -11.8% | -8.4% |
| 30D | -10.9% | -1.2% | -9.7% | -10.6% |
| 3M | +20.3% | +32.8% | -12.5% | +11.8% |
| 6M | -3.6% | +41.2% | -44.8% | -12.5% |
| YTD | -44.9% | +43.9% | -88.8% | -50.6% |
| 1Y | -64.9% | +48.0% | -112.9% | -69.0% |
| 3Y | +7.6% | +1.2% | +6.4% | -7.3% |
| 5Y | -74.0% | -22.6% | -51.3% | -74.9% |
| All | -74.0% | -23.3% | -50.7% | -74.9% |
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 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