+1,281.2%
ALL vs JHX
+2,279.7%
-998.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.7% |
| 7D | -2.2% | +1.6% | -3.8% | -2.5% |
| 30D | -5.6% | -5.0% | -0.6% | -4.7% |
| 3M | +17.2% | +24.5% | -7.2% | +11.4% |
| 6M | +23.2% | +34.9% | -11.7% | +14.2% |
| YTD | +23.6% | +39.3% | -15.7% | +13.4% |
| 1Y | +29.2% | +48.6% | -19.4% | +16.3% |
| 3Y | +153.8% | -2.0% | +155.9% | +133.3% |
| 5Y | +116.1% | -24.4% | +140.5% | +105.2% |
| 10Y | +364.8% | +109.4% | +255.4% | +231.3% |
| All | +1,281.2% | +2,279.7% | -998.6% | +479.7% |
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