+128.4%
JHX vs DOC
+20.3%
+108.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | +6.6% | +4.3% | +2.2% | +4.6% |
| 30D | +15.6% | +9.2% | +6.5% | +11.1% |
| 3M | -4.5% | -0.8% | -3.7% | -4.2% |
| 6M | +38.5% | +7.1% | +31.4% | +33.8% |
| YTD | +40.0% | +34.0% | +6.0% | +20.2% |
| 1Y | +67.0% | +23.2% | +43.8% | +49.2% |
| 3Y | -0.6% | +53.6% | -54.2% | -21.4% |
| 5Y | -26.1% | -20.4% | -5.6% | -21.1% |
| 10Y | +128.4% | +23.4% | +105.0% | +103.9% |
| All | +128.4% | +20.3% | +108.1% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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