-10.2%
DOW vs JHX
+141.6%
-151.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.5% |
| 7D | -2.4% | -4.9% | +2.5% | -1.0% |
| 30D | -4.1% | -9.3% | +5.2% | -1.5% |
| 3M | -12.4% | +28.1% | -40.5% | -20.0% |
| 6M | -10.6% | +35.2% | -45.8% | -21.9% |
| YTD | +31.1% | +35.9% | -4.8% | +14.2% |
| 1Y | +30.5% | +42.5% | -12.0% | +11.0% |
| 3Y | -34.4% | -4.5% | -29.9% | -42.1% |
| 5Y | -35.5% | -27.1% | -8.4% | -37.7% |
| All | -10.2% | +141.6% | -151.8% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling