+136.1%
C vs JHX
-27.7%
+163.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.0% |
| 7D | +0.3% | -4.9% | +5.1% | +1.3% |
| 30D | +2.0% | -9.3% | +11.3% | +4.0% |
| 3M | +4.4% | +28.1% | -23.7% | -1.5% |
| 6M | +28.3% | +35.2% | -6.9% | +19.0% |
| YTD | +20.5% | +35.9% | -15.4% | +11.2% |
| 1Y | +45.5% | +42.5% | +3.0% | +32.4% |
| 3Y | +274.0% | -4.5% | +278.5% | +244.7% |
| 5Y | +136.1% | -27.1% | +163.2% | +124.6% |
| All | +136.1% | -27.7% | +163.8% | +124.6% |
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 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