-13.1%
AON vs JHX
+56.2%
-69.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.2% |
| 7D | -9.1% | +1.5% | -10.6% | -9.1% |
| 30D | -10.2% | +7.2% | -17.4% | -10.2% |
| 3M | +0.5% | +29.9% | -29.4% | +0.9% |
| 6M | -4.8% | +35.4% | -40.2% | -4.1% |
| YTD | -8.0% | +46.5% | -54.4% | -8.0% |
| 1Y | -13.1% | +55.5% | -68.6% | -12.9% |
| All | -13.1% | +56.2% | -69.3% | -12.9% |
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