+47.4%
JHX vs D
+23.9%
+23.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.4% | +3.8% | +6.4% |
| 7D | +13.3% | +8.5% | +4.8% | +9.9% |
| 30D | +17.1% | +14.3% | +2.8% | +11.6% |
| 3M | +4.1% | +1.8% | +2.3% | +3.0% |
| 6M | +48.5% | +13.0% | +35.4% | +42.1% |
| YTD | +42.3% | +22.7% | +19.5% | +34.9% |
| 1Y | +47.4% | +22.6% | +24.8% | +39.4% |
| All | +47.4% | +23.9% | +23.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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