+2,279.7%
JHX vs DOV
+1,264.3%
+1,015.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.3% |
| 7D | +1.6% | +1.3% | +0.2% | +0.9% |
| 30D | -5.0% | -8.6% | +3.7% | -0.2% |
| 3M | +24.5% | -13.1% | +37.6% | +33.8% |
| 6M | +34.9% | -8.8% | +43.7% | +41.9% |
| YTD | +39.3% | -1.2% | +40.6% | +40.6% |
| 1Y | +48.6% | +10.7% | +37.9% | +40.6% |
| 3Y | -2.0% | +39.3% | -41.3% | -18.2% |
| 5Y | -24.4% | +16.4% | -40.8% | -31.2% |
| 10Y | +109.4% | +302.5% | -193.0% | +3.7% |
| All | +2,279.7% | +1,264.3% | +1,015.4% | +632.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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