+2,357.9%
JHX vs DAR
+8,288.7%
-5,930.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -2.2% |
| 7D | +4.5% | -0.9% | +5.4% | +4.6% |
| 30D | -1.2% | +13.0% | -14.2% | -3.2% |
| 3M | +32.8% | +15.0% | +17.8% | +29.2% |
| 6M | +41.2% | +26.8% | +14.3% | +34.9% |
| YTD | +43.9% | +86.4% | -42.5% | +29.5% |
| 1Y | +48.0% | +115.1% | -67.1% | +29.8% |
| 3Y | +1.2% | +14.6% | -13.4% | -3.9% |
| 5Y | -22.6% | -8.8% | -13.8% | -25.0% |
| 10Y | +111.5% | +356.5% | -245.1% | +62.7% |
| All | +2,357.9% | +8,288.7% | -5,930.8% | +1,739.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling