+101.6%
JHX vs DLTR
+45.3%
+56.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.3% | -10.1% | +3.8% | -3.9% |
| 30D | -7.7% | -8.1% | +0.4% | -6.0% |
| 3M | +19.2% | +2.9% | +16.3% | +18.0% |
| 6M | +38.3% | +4.3% | +33.9% | +35.7% |
| YTD | +37.2% | -3.9% | +41.1% | +37.1% |
| 1Y | +42.3% | +18.9% | +23.4% | +34.8% |
| 3Y | -4.4% | +1.9% | -6.3% | -8.9% |
| 5Y | -26.4% | +31.0% | -57.4% | -37.3% |
| All | +101.6% | +45.3% | +56.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling