+449.6%
DUK vs JHX
+2,243.5%
-1,793.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -6.3% | +5.7% | +0.1% |
| 30D | -2.4% | -7.7% | +5.3% | -1.6% |
| 3M | -3.0% | +19.2% | -22.2% | -5.2% |
| 6M | -6.6% | +38.3% | -44.8% | -10.7% |
| YTD | +4.6% | +37.2% | -32.7% | -0.2% |
| 1Y | +1.2% | +42.3% | -41.0% | -4.1% |
| 3Y | +45.7% | -4.4% | +50.1% | +39.8% |
| 5Y | +40.3% | -26.4% | +66.7% | +37.0% |
| 10Y | +129.9% | +106.3% | +23.6% | +89.9% |
| All | +449.6% | +2,243.5% | -1,793.9% | +255.3% |
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 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