+306.4%
APP vs JHX
-27.7%
+334.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.9% |
| 7D | +0.3% | -4.9% | +5.2% | +2.0% |
| 30D | -1.3% | -9.3% | +8.0% | +1.9% |
| 3M | -36.2% | +28.1% | -64.3% | -41.7% |
| 6M | -34.1% | +35.2% | -69.3% | -41.6% |
| YTD | -53.3% | +35.9% | -89.2% | -58.8% |
| 1Y | -44.5% | +42.5% | -87.1% | -52.3% |
| 3Y | +646.7% | -4.5% | +651.1% | +539.5% |
| 5Y | +306.4% | -27.1% | +333.5% | +269.1% |
| All | +306.4% | -27.7% | +334.1% | +269.1% |
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 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