+138.3%
ADI vs JHX
-27.7%
+166.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.6% |
| 7D | +4.6% | -6.3% | +10.9% | +6.3% |
| 30D | -1.2% | -7.7% | +6.6% | +0.8% |
| 3M | -7.8% | +19.2% | -27.0% | -12.3% |
| 6M | +19.3% | +38.3% | -18.9% | +8.5% |
| YTD | +40.9% | +37.2% | +3.7% | +28.2% |
| 1Y | +54.5% | +42.3% | +12.2% | +38.3% |
| 3Y | +123.4% | -4.4% | +127.8% | +102.5% |
| All | +138.3% | -27.7% | +166.0% | +136.8% |
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