+118.6%
DVN vs JHX
-27.7%
+146.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +4.5% | -6.3% | +10.8% | +5.6% |
| 30D | +12.0% | -7.7% | +19.7% | +13.3% |
| 3M | +13.4% | +19.2% | -5.8% | +9.4% |
| 6M | +12.1% | +38.3% | -26.2% | +3.7% |
| YTD | +38.8% | +37.2% | +1.6% | +28.3% |
| 1Y | +46.0% | +42.3% | +3.8% | +33.0% |
| 3Y | +9.5% | -4.4% | +13.9% | +0.5% |
| All | +118.6% | -27.7% | +146.3% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling