+59.6%
JHX vs DGX
+46.2%
+13.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +6.8% |
| 7D | +13.3% | +4.1% | +9.2% | +11.4% |
| 30D | +17.1% | +10.5% | +6.6% | +12.6% |
| 3M | +4.1% | +9.8% | -5.7% | -0.3% |
| 6M | +48.5% | +34.6% | +13.9% | +29.0% |
| YTD | +42.3% | +49.8% | -7.6% | +22.7% |
| All | +59.6% | +46.2% | +13.4% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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