+953.3%
ASX vs JHX
+106.3%
+847.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +5.2% | -6.3% | +11.5% | +7.4% |
| 30D | +0.5% | -7.7% | +8.2% | +3.0% |
| 3M | +8.3% | +19.2% | -10.8% | +1.6% |
| 6M | +82.0% | +38.3% | +43.8% | +61.5% |
| YTD | +147.6% | +37.2% | +110.4% | +120.1% |
| 1Y | +258.8% | +42.3% | +216.6% | +211.5% |
| 3Y | +452.1% | -4.4% | +456.5% | +399.8% |
| 5Y | +441.7% | -26.4% | +468.1% | +425.1% |
| All | +953.3% | +106.3% | +847.0% | +570.8% |
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