+1,064.7%
ADP vs JHX
+2,279.7%
-1,215.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -5.7% | +1.6% | -7.3% | -5.9% |
| 30D | -3.1% | -5.0% | +1.9% | -2.3% |
| 3M | +15.6% | +24.5% | -8.9% | +10.7% |
| 6M | +20.8% | +34.9% | -14.1% | +13.1% |
| YTD | +4.7% | +39.3% | -34.6% | -2.9% |
| 1Y | -8.3% | +48.6% | -56.9% | -16.3% |
| 3Y | +13.6% | -2.0% | +15.6% | +5.9% |
| 5Y | +45.0% | -24.4% | +69.4% | +39.4% |
| 10Y | +279.0% | +109.4% | +169.5% | +190.7% |
| All | +1,064.7% | +2,279.7% | -1,215.0% | +604.8% |
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 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