+155.1%
B vs JHX
-28.4%
+183.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.1% |
| 7D | -5.0% | -4.9% | -0.2% | -4.3% |
| 30D | +8.7% | -9.3% | +18.0% | +10.4% |
| 3M | +17.3% | +28.1% | -10.8% | +12.9% |
| 6M | -5.0% | +35.2% | -40.3% | -9.6% |
| YTD | +1.4% | +35.9% | -34.4% | -3.3% |
| 1Y | +50.5% | +42.5% | +8.0% | +42.2% |
| 3Y | +194.4% | -4.5% | +198.8% | +183.0% |
| All | +155.1% | -28.4% | +183.5% | +132.5% |
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