-31.9%
ADSK vs JHX
+56.2%
-88.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.6% | -10.8% | -8.2% |
| 7D | -16.4% | +1.5% | -17.9% | -16.4% |
| 30D | -9.2% | +7.2% | -16.4% | -9.2% |
| 3M | -6.7% | +29.9% | -36.7% | -5.9% |
| 6M | -15.5% | +35.4% | -50.9% | -14.9% |
| YTD | -26.4% | +46.5% | -72.8% | -26.2% |
| 1Y | -31.9% | +55.5% | -87.4% | -31.3% |
| All | -31.9% | +56.2% | -88.1% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling