+2.7%
JHX vs DOC
+20.8%
-18.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.4% |
| 3M | +29.9% | +6.9% | +23.0% | +25.8% |
| 6M | +35.4% | +20.7% | +14.6% | +23.7% |
| YTD | +46.5% | +34.1% | +12.3% | +26.5% |
| 1Y | +55.5% | +22.6% | +32.9% | +40.0% |
| All | +2.7% | +20.8% | -18.0% | -9.6% |
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