+393.6%
COHR vs JHX
-27.7%
+421.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.7% |
| 7D | +8.3% | -6.3% | +14.7% | +11.3% |
| 30D | -14.1% | -7.7% | -6.4% | -11.3% |
| 3M | -16.0% | +19.2% | -35.2% | -22.2% |
| 6M | +21.5% | +38.3% | -16.8% | +4.6% |
| YTD | +65.4% | +37.2% | +28.2% | +41.9% |
| 1Y | +195.0% | +42.3% | +152.7% | +145.3% |
| 3Y | +830.2% | -4.4% | +834.6% | +702.4% |
| All | +393.6% | -27.7% | +421.2% | +370.9% |
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