-30.4%
JHX vs DOC
-21.4%
-9.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.2% |
| 7D | +2.2% | +6.5% | -4.2% | -0.7% |
| 30D | +13.2% | +9.2% | +4.0% | +8.5% |
| 3M | -0.5% | -2.5% | +2.0% | +0.6% |
| 6M | +30.0% | +7.1% | +22.9% | +25.4% |
| YTD | +34.2% | +33.0% | +1.2% | +15.0% |
| 1Y | +60.6% | +23.3% | +37.3% | +43.1% |
| 3Y | +3.6% | +44.9% | -41.3% | -17.3% |
| All | -30.4% | -21.4% | -9.0% | -25.2% |
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