+2,243.5%
JHX vs DGX
+965.4%
+1,278.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -6.3% | -0.9% | -5.4% | -6.0% |
| 30D | -7.7% | -1.2% | -6.6% | -7.4% |
| 3M | +19.2% | +15.8% | +3.4% | +13.5% |
| 6M | +38.3% | +18.2% | +20.1% | +30.8% |
| YTD | +37.2% | +37.2% | 0.0% | +23.5% |
| 1Y | +42.3% | +30.4% | +11.9% | +30.0% |
| 3Y | -4.4% | +96.7% | -101.1% | -24.7% |
| 5Y | -26.4% | +67.2% | -93.5% | -39.5% |
| 10Y | +106.3% | +253.9% | -147.7% | +30.8% |
| All | +2,243.5% | +965.4% | +1,278.1% | +1,046.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling