+292.4%
C vs JHX
+106.3%
+186.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +0.8% | -6.3% | +7.1% | +3.0% |
| 30D | +0.9% | -7.7% | +8.6% | +3.4% |
| 3M | +1.1% | +19.2% | -18.1% | -5.6% |
| 6M | +28.4% | +38.3% | -9.9% | +12.8% |
| YTD | +20.8% | +37.2% | -16.4% | +5.7% |
| 1Y | +43.4% | +42.3% | +1.2% | +22.9% |
| 3Y | +274.9% | -4.4% | +279.3% | +230.1% |
| 5Y | +136.7% | -26.4% | +163.1% | +125.6% |
| All | +292.4% | +106.3% | +186.2% | +117.2% |
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