+298.1%
APP vs JHX
-31.7%
+329.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.6% |
| 7D | +4.6% | -0.2% | +4.7% | +4.6% |
| 30D | +56.0% | +13.1% | +42.9% | +48.9% |
| 3M | +30.8% | -10.0% | +40.8% | +34.8% |
| 6M | -9.8% | +38.9% | -48.7% | -20.6% |
| YTD | -39.3% | +34.0% | -73.3% | -46.5% |
| 1Y | -26.4% | +66.0% | -92.4% | -40.4% |
| 3Y | +887.9% | -6.2% | +894.2% | +752.8% |
| All | +298.1% | -31.7% | +329.7% | +289.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling