+421.5%
CORZ vs JHX
-23.1%
+444.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.0% |
| 7D | +0.3% | -6.3% | +6.6% | +2.3% |
| 30D | -14.0% | -7.7% | -6.3% | -11.9% |
| 3M | -34.1% | +19.2% | -53.3% | -37.9% |
| 6M | +8.5% | +38.3% | -29.8% | -2.8% |
| YTD | +23.2% | +37.2% | -14.0% | +10.9% |
| 1Y | +15.4% | +42.3% | -26.9% | +2.1% |
| All | +421.5% | -23.1% | +444.6% | +395.2% |
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 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