+1,081.1%
ADM vs JHX
+2,279.7%
-1,198.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.1% |
| 7D | +1.4% | +1.6% | -0.2% | +0.9% |
| 30D | +8.2% | -5.0% | +13.2% | +9.2% |
| 3M | +8.7% | +24.5% | -15.7% | +2.6% |
| 6M | +29.1% | +34.9% | -5.8% | +18.4% |
| YTD | +53.7% | +39.3% | +14.3% | +39.7% |
| 1Y | +43.2% | +48.6% | -5.3% | +27.7% |
| 3Y | +21.4% | -2.0% | +23.4% | +11.3% |
| 5Y | +67.1% | -24.4% | +91.5% | +58.5% |
| 10Y | +176.6% | +109.4% | +67.1% | +89.9% |
| All | +1,081.1% | +2,279.7% | -1,198.6% | +400.4% |
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