+1,030.6%
APH vs JHX
+104.2%
+926.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.6% |
| 7D | -2.2% | -4.9% | +2.6% | -0.9% |
| 30D | -4.0% | -9.3% | +5.3% | -1.5% |
| 3M | +7.7% | +28.1% | -20.4% | -0.2% |
| 6M | +17.8% | +35.2% | -17.4% | +6.9% |
| YTD | +19.2% | +35.9% | -16.7% | +7.8% |
| 1Y | +35.7% | +42.5% | -6.8% | +20.1% |
| 3Y | +282.9% | -4.5% | +287.4% | +248.4% |
| 5Y | +345.6% | -27.1% | +372.7% | +330.8% |
| All | +1,030.6% | +104.2% | +926.4% | +645.0% |
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