+45.7%
DUK vs JHX
-4.5%
+50.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.7% | -6.3% | +5.7% | -0.5% |
| 30D | -2.4% | -7.7% | +5.3% | -2.3% |
| 3M | -3.0% | +19.2% | -22.2% | -3.4% |
| 6M | -6.6% | +38.3% | -44.8% | -7.3% |
| YTD | +4.6% | +37.2% | -32.7% | +3.7% |
| 1Y | +1.2% | +42.3% | -41.0% | +0.3% |
| 3Y | +45.7% | -4.4% | +50.1% | +46.3% |
| All | +45.7% | -4.5% | +50.1% | +46.3% |
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