-28.5%
JHX vs DOC
-22.1%
-6.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +6.4% | +6.2% | +0.2% | +3.5% |
| 30D | +12.3% | +6.5% | +5.8% | +9.0% |
| 3M | +1.1% | -6.2% | +7.3% | +4.1% |
| 6M | +42.2% | +25.6% | +16.6% | +26.6% |
| YTD | +38.1% | +32.1% | +6.0% | +18.8% |
| 1Y | +54.9% | +20.3% | +34.6% | +39.9% |
| 3Y | +6.6% | +42.7% | -36.1% | -14.2% |
| 5Y | -28.5% | -22.2% | -6.3% | -22.7% |
| All | -28.5% | -22.1% | -6.4% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling