+150.2%
ALL vs JHX
-4.5%
+154.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -2.3% | -6.3% | +4.1% | -2.2% |
| 30D | -0.4% | -7.7% | +7.3% | -0.3% |
| 3M | +16.0% | +19.2% | -3.1% | +15.6% |
| 6M | +24.6% | +38.3% | -13.7% | +23.5% |
| YTD | +23.7% | +37.2% | -13.5% | +22.5% |
| 1Y | +27.7% | +42.3% | -14.5% | +26.4% |
| 3Y | +150.2% | -4.4% | +154.6% | +148.3% |
| All | +150.2% | -4.5% | +154.7% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling