+2,401.5%
JHX vs D
+503.7%
+1,897.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +1.5% | +1.5% | +0.1% | +0.8% |
| 30D | +7.2% | -2.6% | +9.7% | +8.5% |
| 3M | +29.9% | 0.0% | +29.9% | +29.9% |
| 6M | +35.4% | +7.4% | +28.0% | +30.3% |
| YTD | +46.5% | +15.9% | +30.6% | +36.0% |
| 1Y | +55.5% | +18.1% | +37.4% | +42.5% |
| 3Y | -0.4% | +58.4% | -58.8% | -22.6% |
| 5Y | -23.3% | +5.2% | -28.5% | -28.1% |
| 10Y | +111.1% | +35.9% | +75.3% | +69.9% |
| All | +2,401.5% | +503.7% | +1,897.8% | +1,127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling