+113.0%
JHX vs DOC
-4.1%
+117.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.4% |
| 7D | +1.5% | -1.5% | +3.0% | +2.2% |
| 30D | +7.2% | -4.8% | +11.9% | +9.5% |
| 3M | +29.9% | +6.9% | +23.0% | +25.6% |
| 6M | +35.4% | +20.7% | +14.6% | +22.8% |
| YTD | +46.5% | +34.1% | +12.3% | +25.6% |
| 1Y | +55.5% | +22.6% | +32.9% | +39.0% |
| 3Y | -0.4% | +20.8% | -21.3% | -11.8% |
| 5Y | -23.3% | -24.9% | +1.5% | -16.1% |
| All | +113.0% | -4.1% | +117.1% | +107.7% |
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