+47.4%
JHX vs DG
+45.3%
+2.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.5% | -0.2% | +5.6% |
| 7D | +13.3% | +12.3% | +1.0% | +9.4% |
| 30D | +17.1% | +19.3% | -2.2% | +11.3% |
| 3M | +4.1% | +11.9% | -7.8% | +0.5% |
| 6M | +48.5% | +25.0% | +23.5% | +37.5% |
| YTD | +42.3% | +8.7% | +33.5% | +37.2% |
| 1Y | +47.4% | +44.7% | +2.7% | +31.3% |
| All | +47.4% | +45.3% | +2.1% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling