+62.5%
JHX vs DOC
+20.8%
+41.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +11.7% | +6.6% | +5.1% | +9.5% |
| 3M | -10.7% | -1.1% | -9.6% | -10.5% |
| 6M | +36.5% | +4.8% | +31.7% | +34.3% |
| YTD | +32.8% | +32.1% | +0.7% | +20.3% |
| 1Y | +62.5% | +21.9% | +40.6% | +59.8% |
| All | +62.5% | +20.8% | +41.7% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling