-4.4%
JHX vs DINO
+97.6%
-102.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.3% | +2.3% | -8.6% | -6.5% |
| 30D | -7.7% | +22.6% | -30.4% | -9.4% |
| 3M | +19.2% | +55.2% | -36.1% | +13.8% |
| 6M | +38.3% | +93.8% | -55.5% | +25.9% |
| YTD | +37.2% | +139.5% | -102.3% | +18.1% |
| 1Y | +42.3% | +115.3% | -73.0% | +25.2% |
| 3Y | -4.4% | +98.8% | -103.2% | -23.4% |
| All | -4.4% | +97.6% | -102.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 3y: compounded portfolio wealth divided by compounded DINO 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…
3y analysis · Full analysis span regression · 6 months rolling