-4.0%
AON vs JHX
+37.1%
-41.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -1.6% |
| 7D | -6.3% | -6.3% | 0.0% | -6.5% |
| 30D | -14.1% | -7.7% | -6.4% | -14.3% |
| 3M | -9.5% | +19.2% | -28.7% | -8.1% |
| 6M | -4.0% | +38.3% | -42.3% | -1.3% |
| All | -4.0% | +37.1% | -41.1% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling