+101.4%
APA vs JHX
+43.8%
+57.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.7% |
| 7D | +4.6% | -6.3% | +10.9% | +3.1% |
| 30D | +11.9% | -7.7% | +19.7% | +10.1% |
| 3M | +22.5% | +19.2% | +3.3% | +28.1% |
| 6M | +37.5% | +38.3% | -0.7% | +51.7% |
| YTD | +87.2% | +37.2% | +49.9% | +106.8% |
| 1Y | +101.4% | +42.3% | +59.2% | +128.7% |
| All | +101.4% | +43.8% | +57.6% | +128.7% |
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 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