+36.0%
DVN vs JHX
+53.7%
-17.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -3.5% |
| 7D | -16.2% | +6.4% | -22.6% | -14.7% |
| 30D | -10.7% | +12.3% | -23.0% | -8.0% |
| 3M | +2.5% | +1.1% | +1.5% | +3.6% |
| 6M | -14.8% | +42.2% | -57.0% | -7.6% |
| YTD | +19.3% | +38.1% | -18.8% | +31.4% |
| 1Y | +36.0% | +54.9% | -18.9% | +48.3% |
| All | +36.0% | +53.7% | -17.7% | +48.3% |
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 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