+1,347.9%
COP vs JHX
+2,220.4%
-872.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.0% |
| 7D | +1.0% | -4.9% | +5.8% | +2.2% |
| 30D | +9.6% | -9.3% | +18.9% | +12.1% |
| 3M | +15.0% | +28.1% | -13.0% | +6.6% |
| 6M | +21.8% | +35.2% | -13.5% | +9.1% |
| YTD | +49.6% | +35.9% | +13.8% | +33.5% |
| 1Y | +49.9% | +42.5% | +7.4% | +30.9% |
| 3Y | +22.6% | -4.5% | +27.1% | +10.5% |
| 5Y | +193.6% | -27.1% | +220.7% | +177.7% |
| 10Y | +341.9% | +104.2% | +237.7% | +198.9% |
| All | +1,347.9% | +2,220.4% | -872.5% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling