-5.7%
DT vs JHX
+44.7%
-50.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.3% | -8.8% | -0.6% |
| 7D | -25.5% | +13.3% | -38.8% | -25.5% |
| 30D | -22.3% | +17.1% | -39.4% | -22.3% |
| 3M | +2.3% | +4.1% | -1.7% | +2.2% |
| 6M | +20.7% | +48.5% | -27.8% | +21.8% |
| YTD | +7.9% | +42.3% | -34.3% | +8.2% |
| 1Y | -5.7% | +47.4% | -53.1% | -6.8% |
| All | -5.7% | +44.7% | -50.4% | -6.8% |
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