+2,259.1%
JHX vs DOC
+417.5%
+1,841.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +6.4% | +6.2% | +0.2% | +4.2% |
| 30D | +12.3% | +6.5% | +5.8% | +9.9% |
| 3M | +1.1% | -6.2% | +7.3% | +3.3% |
| 6M | +42.2% | +25.6% | +16.6% | +30.7% |
| YTD | +38.1% | +32.1% | +6.0% | +24.2% |
| 1Y | +54.9% | +20.3% | +34.6% | +43.9% |
| 3Y | +6.6% | +42.7% | -36.1% | -7.4% |
| 5Y | -28.5% | -22.2% | -6.3% | -24.2% |
| 10Y | +126.9% | +16.5% | +110.3% | +104.8% |
| All | +2,259.1% | +417.5% | +1,841.7% | +1,400.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling