-27.1%
JHX vs DAR
-6.7%
-20.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | -4.9% | +0.9% | -5.8% | -5.1% |
| 30D | -9.3% | +6.4% | -15.7% | -10.9% |
| 3M | +28.1% | +13.2% | +14.8% | +23.0% |
| 6M | +35.2% | +26.2% | +9.0% | +25.2% |
| YTD | +35.9% | +84.4% | -48.5% | +12.9% |
| 1Y | +42.5% | +112.0% | -69.5% | +13.1% |
| 3Y | -4.5% | +13.4% | -17.8% | -12.5% |
| 5Y | -27.1% | -6.0% | -21.1% | -32.8% |
| All | -27.1% | -6.7% | -20.4% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling