+67.3%
DVN vs JHX
+106.3%
-39.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +4.5% | -6.3% | +10.8% | +6.7% |
| 30D | +12.0% | -7.7% | +19.7% | +14.7% |
| 3M | +13.4% | +19.2% | -5.8% | +5.3% |
| 6M | +12.1% | +38.3% | -26.2% | -4.4% |
| YTD | +38.8% | +37.2% | +1.6% | +18.0% |
| 1Y | +46.0% | +42.3% | +3.8% | +20.8% |
| 3Y | +9.5% | -4.4% | +13.9% | -7.2% |
| 5Y | +125.3% | -26.4% | +151.6% | +110.1% |
| All | +67.3% | +106.3% | -39.0% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling