-27.2%
JHX vs DG
-37.9%
+10.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -6.3% | -6.5% | +0.2% | -5.5% |
| 30D | -7.7% | +4.2% | -11.9% | -8.3% |
| 3M | +19.2% | +9.5% | +9.7% | +17.5% |
| 6M | +38.3% | -13.1% | +51.4% | +39.9% |
| YTD | +37.2% | -4.8% | +42.0% | +37.4% |
| 1Y | +42.3% | +20.6% | +21.7% | +38.7% |
| 3Y | -4.4% | +4.9% | -9.3% | -7.1% |
| All | -27.2% | -37.9% | +10.7% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling