+63.3%
ADM vs JHX
-27.7%
+91.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +2.5% | -6.3% | +8.8% | +3.1% |
| 30D | +9.5% | -7.7% | +17.2% | +10.2% |
| 3M | +10.6% | +19.2% | -8.6% | +8.3% |
| 6M | +24.0% | +38.3% | -14.2% | +18.8% |
| YTD | +54.0% | +37.2% | +16.7% | +47.5% |
| 1Y | +45.3% | +42.3% | +3.0% | +38.3% |
| 3Y | +21.8% | -4.4% | +26.2% | +16.5% |
| All | +63.3% | -27.7% | +91.0% | +62.5% |
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