+197.7%
AON vs JHX
+106.3%
+91.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -1.8% |
| 7D | -6.3% | -6.3% | 0.0% | -5.3% |
| 30D | -14.1% | -7.7% | -6.4% | -13.0% |
| 3M | -9.5% | +19.2% | -28.7% | -12.3% |
| 6M | -4.0% | +38.3% | -42.3% | -10.0% |
| YTD | -13.8% | +37.2% | -51.0% | -19.3% |
| 1Y | -18.3% | +42.3% | -60.6% | -24.3% |
| 3Y | -7.2% | -4.4% | -2.8% | -13.5% |
| 5Y | +7.3% | -26.4% | +33.7% | +3.9% |
| All | +197.7% | +106.3% | +91.4% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling