+2,243.5%
JHX vs DTE
+894.8%
+1,348.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | -6.3% | -2.6% | -3.7% | -5.0% |
| 30D | -7.7% | -4.4% | -3.3% | -5.5% |
| 3M | +19.2% | -8.3% | +27.5% | +24.8% |
| 6M | +38.3% | -8.1% | +46.3% | +44.1% |
| YTD | +37.2% | +4.4% | +32.8% | +33.1% |
| 1Y | +42.3% | +0.2% | +42.1% | +40.9% |
| 3Y | -4.4% | +42.6% | -47.0% | -23.5% |
| 5Y | -26.4% | +31.5% | -57.8% | -38.9% |
| 10Y | +106.3% | +138.2% | -32.0% | +19.7% |
| All | +2,243.5% | +894.8% | +1,348.7% | +570.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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