-11.3%
AA vs JHX
+2,279.7%
-2,291.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.7% |
| 7D | -0.6% | +1.6% | -2.2% | -1.4% |
| 30D | -1.6% | -5.0% | +3.4% | +0.4% |
| 3M | -29.8% | +24.5% | -54.3% | -36.3% |
| 6M | -16.6% | +34.9% | -51.5% | -28.0% |
| YTD | -4.0% | +39.3% | -43.4% | -18.5% |
| 1Y | +63.5% | +48.6% | +15.0% | +34.2% |
| 3Y | +86.8% | -2.0% | +88.8% | +66.1% |
| 5Y | +12.4% | -24.4% | +36.8% | +8.8% |
| 10Y | +132.3% | +109.4% | +22.9% | +42.3% |
| All | -11.3% | +2,279.7% | -2,291.1% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling