+142.1%
CI vs JHX
+106.3%
+35.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -0.1% | -6.3% | +6.2% | +1.2% |
| 30D | +1.8% | -7.7% | +9.5% | +3.3% |
| 3M | -4.2% | +19.2% | -23.4% | -8.2% |
| 6M | +8.8% | +38.3% | -29.4% | +0.1% |
| YTD | +3.7% | +37.2% | -33.5% | -4.7% |
| 1Y | -6.1% | +42.3% | -48.4% | -14.8% |
| 3Y | +4.5% | -4.4% | +8.9% | -4.4% |
| 5Y | +50.5% | -26.4% | +76.9% | +46.7% |
| All | +142.1% | +106.3% | +35.9% | +48.5% |
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