-0.5%
AGG vs JHX
+44.7%
-45.2%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | +0.1% |
| 7D | +0.5% | +13.3% | -12.8% | -0.1% |
| 30D | +2.4% | +17.1% | -14.8% | +1.6% |
| 3M | -1.0% | +4.1% | -5.1% | -1.2% |
| 6M | -0.9% | +48.5% | -49.4% | -2.6% |
| YTD | -0.9% | +42.3% | -43.2% | -2.7% |
| 1Y | -0.5% | +47.4% | -47.9% | -2.4% |
| All | -0.5% | +44.7% | -45.2% | -2.4% |
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 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