+321.8%
B vs JHX
+2,279.7%
-1,957.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.7% |
| 7D | +1.0% | +1.6% | -0.5% | +0.7% |
| 30D | +9.5% | -5.0% | +14.5% | +10.6% |
| 3M | +14.3% | +24.5% | -10.1% | +9.4% |
| 6M | -1.9% | +34.9% | -36.8% | -7.8% |
| YTD | +4.1% | +39.3% | -35.2% | -2.8% |
| 1Y | +56.1% | +48.6% | +7.6% | +43.3% |
| 3Y | +202.0% | -2.0% | +204.0% | +184.8% |
| 5Y | +158.8% | -24.4% | +183.2% | +150.5% |
| 10Y | +211.9% | +109.4% | +102.5% | +128.4% |
| All | +321.8% | +2,279.7% | -1,957.9% | +60.7% |
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