+3.6%
JHX vs DOC
+44.2%
-40.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | +2.2% | +6.5% | -4.2% | -0.4% |
| 30D | +13.2% | +9.2% | +4.0% | +9.0% |
| 3M | -0.5% | -2.5% | +2.0% | +0.4% |
| 6M | +30.0% | +7.1% | +22.9% | +25.8% |
| YTD | +34.2% | +33.0% | +1.2% | +16.7% |
| 1Y | +60.6% | +23.3% | +37.3% | +44.9% |
| 3Y | +3.6% | +44.9% | -41.3% | -14.9% |
| All | +3.6% | +44.2% | -40.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling