+3.2%
AA vs JHX
-27.7%
+30.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -3.4% | -6.3% | +2.9% | -1.1% |
| 30D | -5.8% | -7.7% | +2.0% | -3.1% |
| 3M | -29.9% | +19.2% | -49.1% | -34.8% |
| 6M | -27.0% | +38.3% | -65.3% | -36.6% |
| YTD | -8.7% | +37.2% | -45.9% | -20.6% |
| 1Y | +50.6% | +42.3% | +8.4% | +28.2% |
| 3Y | +74.1% | -4.4% | +78.5% | +54.2% |
| All | +3.2% | -27.7% | +30.9% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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