-4.4%
JHX vs DD
+41.1%
-45.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.3% | -3.5% | -2.8% | -4.4% |
| 30D | -7.7% | -11.7% | +3.9% | -1.3% |
| 3M | +19.2% | -9.2% | +28.4% | +25.3% |
| 6M | +38.3% | -7.2% | +45.5% | +43.9% |
| YTD | +37.2% | +6.6% | +30.6% | +33.4% |
| 1Y | +42.3% | +32.0% | +10.3% | +22.6% |
| 3Y | -4.4% | +42.1% | -46.5% | -22.9% |
| All | -4.4% | +41.1% | -45.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling