-24.4%
JHX vs D
+5.1%
-29.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.5% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | -5.0% | -2.1% | -2.9% | -4.2% |
| 3M | +24.5% | -0.7% | +25.2% | +24.8% |
| 6M | +34.9% | +5.6% | +29.3% | +31.8% |
| YTD | +39.3% | +14.6% | +24.8% | +32.0% |
| 1Y | +48.6% | +15.3% | +33.2% | +39.9% |
| 3Y | -2.0% | +59.1% | -61.2% | -20.7% |
| 5Y | -24.4% | +3.9% | -28.3% | -29.1% |
| All | -24.4% | +5.1% | -29.5% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling