+930.0%
APH vs JHX
+111.8%
+818.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | -5.4% | +13.1% | -18.5% | -8.9% |
| 3M | -5.5% | -10.0% | +4.5% | -3.2% |
| 6M | +25.9% | +38.9% | -13.0% | +13.4% |
| YTD | +16.4% | +34.0% | -17.6% | +5.1% |
| 1Y | +16.5% | +66.0% | -49.5% | -1.0% |
| 3Y | +270.9% | -6.2% | +277.1% | +239.7% |
| 5Y | +289.5% | -31.6% | +321.1% | +283.1% |
| All | +930.0% | +111.8% | +818.2% | +570.1% |
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