+5.3%
DT vs JHX
-4.5%
+9.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.6% | -6.3% | +4.7% | -1.1% |
| 30D | +3.0% | -7.7% | +10.8% | +3.7% |
| 3M | +26.5% | +19.2% | +7.3% | +24.5% |
| 6M | +35.9% | +38.3% | -2.3% | +31.5% |
| YTD | +17.8% | +37.2% | -19.4% | +13.9% |
| 1Y | +4.1% | +42.3% | -38.2% | -0.2% |
| 3Y | +5.3% | -4.4% | +9.7% | -1.1% |
| All | +5.3% | -4.5% | +9.8% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling