+327.9%
CAT vs JHX
-27.7%
+355.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.7% |
| 7D | +0.6% | -4.9% | +5.5% | +1.8% |
| 30D | -4.5% | -9.3% | +4.7% | -2.3% |
| 3M | -5.8% | +28.1% | -33.9% | -11.8% |
| 6M | +12.7% | +35.2% | -22.5% | +3.7% |
| YTD | +41.4% | +35.9% | +5.5% | +30.0% |
| 1Y | +92.1% | +42.5% | +49.5% | +73.5% |
| 3Y | +197.5% | -4.5% | +201.9% | +175.1% |
| 5Y | +327.9% | -27.1% | +355.0% | +325.3% |
| All | +327.9% | -27.7% | +355.6% | +325.3% |
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