+101.6%
JHX vs DAR
+366.1%
-264.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -7.7% | +2.6% | -10.4% | -8.8% |
| 3M | +19.2% | +14.2% | +4.9% | +13.0% |
| 6M | +38.3% | +17.2% | +21.1% | +29.1% |
| YTD | +37.2% | +80.9% | -43.7% | +10.6% |
| 1Y | +42.3% | +104.0% | -61.7% | +9.3% |
| 3Y | -4.4% | +3.6% | -8.0% | -11.2% |
| 5Y | -26.4% | -7.8% | -18.6% | -31.8% |
| All | +101.6% | +366.1% | -264.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling