+391.7%
APP vs JHX
-7.2%
+398.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.3% | +1.4% |
| 7D | +0.9% | +1.5% | -0.7% | +0.3% |
| 30D | -23.3% | +7.2% | -30.4% | -25.1% |
| 3M | -42.6% | +29.9% | -72.6% | -47.8% |
| 6M | -33.6% | +35.4% | -69.0% | -41.0% |
| YTD | -52.4% | +46.5% | -98.9% | -58.9% |
| 1Y | -35.9% | +55.5% | -91.4% | -46.3% |
| 3Y | +642.2% | -0.4% | +642.6% | +539.4% |
| 5Y | +311.1% | -23.3% | +334.4% | +249.4% |
| All | +391.7% | -7.2% | +398.9% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling