+287.5%
CAH vs JHX
+106.3%
+181.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -5.1% | -6.3% | +1.2% | -4.2% |
| 30D | +0.2% | -7.7% | +7.9% | +1.3% |
| 3M | +6.3% | +19.2% | -12.9% | +3.3% |
| 6M | +9.4% | +38.3% | -28.9% | +3.2% |
| YTD | +15.0% | +37.2% | -22.2% | +8.3% |
| 1Y | +55.4% | +42.3% | +13.2% | +44.8% |
| 3Y | +173.8% | -4.4% | +178.2% | +155.9% |
| 5Y | +395.2% | -26.4% | +421.6% | +385.0% |
| All | +287.5% | +106.3% | +181.2% | +166.5% |
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 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