+201.4%
B vs JHX
+106.3%
+95.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -2.4% | -6.3% | +3.9% | -1.4% |
| 30D | +6.3% | -7.7% | +14.1% | +7.7% |
| 3M | +12.1% | +19.2% | -7.0% | +9.1% |
| 6M | -3.1% | +38.3% | -41.4% | -7.9% |
| YTD | +2.0% | +37.2% | -35.2% | -2.9% |
| 1Y | +51.7% | +42.3% | +9.4% | +43.2% |
| 3Y | +190.5% | -4.4% | +194.9% | +179.2% |
| 5Y | +158.0% | -26.4% | +184.4% | +151.4% |
| All | +201.4% | +106.3% | +95.2% | +150.6% |
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