+394.0%
CAH vs JHX
-27.7%
+421.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -5.1% | -6.3% | +1.2% | -4.7% |
| 30D | +0.2% | -7.7% | +7.9% | +0.6% |
| 3M | +6.3% | +19.2% | -12.9% | +5.1% |
| 6M | +9.4% | +38.3% | -28.9% | +7.0% |
| YTD | +15.0% | +37.2% | -22.2% | +12.3% |
| 1Y | +55.4% | +42.3% | +13.2% | +51.2% |
| 3Y | +173.8% | -4.4% | +178.2% | +163.9% |
| All | +394.0% | -27.7% | +421.7% | +422.2% |
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 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