+469.4%
JHX vs DG
+551.9%
-82.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -4.9% | -6.3% | +1.4% | -3.5% |
| 30D | -9.3% | +2.4% | -11.7% | -9.8% |
| 3M | +28.1% | +12.4% | +15.7% | +24.6% |
| 6M | +35.2% | -14.9% | +50.1% | +39.1% |
| YTD | +35.9% | -6.1% | +41.9% | +36.8% |
| 1Y | +42.5% | +17.9% | +24.7% | +36.3% |
| 3Y | -4.5% | +3.1% | -7.6% | -9.8% |
| 5Y | -27.1% | -38.7% | +11.6% | -22.7% |
| 10Y | +104.2% | +99.6% | +4.6% | +59.0% |
| All | +469.4% | +551.9% | -82.5% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling