-3.6%
COST vs JHX
+56.2%
-59.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.0% |
| 7D | -3.1% | +1.5% | -4.7% | -3.1% |
| 30D | -2.8% | +7.2% | -9.9% | -2.8% |
| 3M | -5.7% | +29.9% | -35.6% | -5.4% |
| 6M | -8.8% | +35.4% | -44.1% | -7.9% |
| YTD | +6.7% | +46.5% | -39.8% | +6.8% |
| 1Y | -3.6% | +55.5% | -59.2% | -1.9% |
| All | -3.6% | +56.2% | -59.9% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling