+71.6%
CRH vs JHX
-4.5%
+76.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -6.1% | -6.3% | +0.3% | -4.3% |
| 30D | -9.3% | -7.7% | -1.5% | -7.2% |
| 3M | -15.2% | +19.2% | -34.4% | -19.2% |
| 6M | -14.2% | +38.3% | -52.5% | -21.7% |
| YTD | -28.3% | +37.2% | -65.5% | -34.4% |
| 1Y | -21.8% | +42.3% | -64.1% | -29.3% |
| 3Y | +71.6% | -4.4% | +76.0% | +69.2% |
| All | +71.6% | -4.5% | +76.1% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling