+2,290.5%
ADSK vs JHX
+2,243.5%
+47.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -2.5% | -6.3% | +3.8% | -0.7% |
| 30D | -14.9% | -7.7% | -7.1% | -13.1% |
| 3M | +3.3% | +19.2% | -15.8% | -2.3% |
| 6M | -15.7% | +38.3% | -53.9% | -25.0% |
| YTD | -28.2% | +37.2% | -65.5% | -36.5% |
| 1Y | -34.5% | +42.3% | -76.8% | -43.1% |
| 3Y | -2.9% | -4.4% | +1.5% | -12.2% |
| 5Y | -25.3% | -26.4% | +1.1% | -28.3% |
| 10Y | +217.8% | +106.3% | +111.5% | +114.6% |
| All | +2,290.5% | +2,243.5% | +47.0% | +826.5% |
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 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