+42.5%
JHX vs D
+15.9%
+26.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -4.9% | -1.6% | -3.2% | -4.4% |
| 30D | -9.3% | -3.5% | -5.8% | -8.4% |
| 3M | +28.1% | -1.6% | +29.7% | +29.0% |
| 6M | +35.2% | +5.8% | +29.4% | +33.6% |
| YTD | +35.9% | +14.5% | +21.4% | +33.6% |
| 1Y | +42.5% | +14.2% | +28.4% | +43.5% |
| All | +42.5% | +15.9% | +26.6% | +43.5% |
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