+278.9%
ADP vs JHX
+106.3%
+172.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -2.8% | -6.3% | +3.6% | -1.4% |
| 30D | +0.2% | -7.7% | +8.0% | +1.8% |
| 3M | +20.5% | +19.2% | +1.3% | +15.6% |
| 6M | +28.8% | +38.3% | -9.5% | +18.0% |
| YTD | +6.6% | +37.2% | -30.6% | -2.6% |
| 1Y | -6.9% | +42.3% | -49.2% | -16.1% |
| 3Y | +16.1% | -4.4% | +20.5% | +5.5% |
| 5Y | +49.3% | -26.4% | +75.7% | +43.2% |
| All | +278.9% | +106.3% | +172.7% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling