-44.6%
C vs JHX
+2,357.9%
-2,402.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | +3.2% | +4.5% | -1.3% | +1.5% |
| 30D | +1.3% | -1.2% | +2.5% | +1.6% |
| 3M | +3.1% | +32.8% | -29.7% | -8.0% |
| 6M | +29.6% | +41.2% | -11.6% | +11.9% |
| YTD | +19.0% | +43.9% | -25.0% | +1.3% |
| 1Y | +45.6% | +48.0% | -2.4% | +21.6% |
| 3Y | +269.3% | +1.2% | +268.1% | +219.1% |
| 5Y | +131.6% | -22.6% | +154.2% | +113.3% |
| 10Y | +286.5% | +111.5% | +175.1% | +124.3% |
| All | -44.6% | +2,357.9% | -2,402.5% | -86.0% |
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