-31.4%
JHX vs DOC
-21.4%
-10.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.2% | -0.9% | +0.7% | +0.3% |
| 30D | +13.1% | +7.7% | +5.4% | +9.3% |
| 3M | -10.0% | -2.0% | -8.0% | -9.1% |
| 6M | +38.9% | +5.9% | +33.1% | +34.9% |
| YTD | +34.0% | +31.8% | +2.2% | +15.3% |
| 1Y | +66.0% | +22.5% | +43.4% | +48.4% |
| 3Y | -6.2% | +54.7% | -61.0% | -27.9% |
| All | -31.4% | -21.4% | -10.0% | -25.3% |
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