+3,387.0%
COST vs JHX
+2,243.5%
+1,143.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.2% | -6.3% | +5.1% | -0.4% |
| 30D | -4.7% | -7.7% | +3.0% | -3.8% |
| 3M | -7.1% | +19.2% | -26.3% | -9.4% |
| 6M | -8.5% | +38.3% | -46.8% | -13.1% |
| YTD | +5.4% | +37.2% | -31.8% | +0.1% |
| 1Y | -5.6% | +42.3% | -47.9% | -11.1% |
| 3Y | +68.5% | -4.4% | +72.9% | +60.9% |
| 5Y | +105.2% | -26.4% | +131.6% | +100.1% |
| 10Y | +610.7% | +106.3% | +504.5% | +482.2% |
| All | +3,387.0% | +2,243.5% | +1,143.5% | +2,162.9% |
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