+101.6%
JHX vs DRI
+353.8%
-252.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -6.3% | -3.2% | -3.1% | -5.1% |
| 30D | -7.7% | -7.8% | +0.1% | -5.0% |
| 3M | +19.2% | +0.4% | +18.8% | +18.8% |
| 6M | +38.3% | +4.8% | +33.5% | +35.4% |
| YTD | +37.2% | +16.7% | +20.5% | +28.8% |
| 1Y | +42.3% | +1.5% | +40.8% | +40.2% |
| 3Y | -4.4% | +56.3% | -60.7% | -21.7% |
| 5Y | -26.4% | +66.4% | -92.8% | -41.6% |
| All | +101.6% | +353.8% | -252.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling