+488.5%
CSX vs JHX
+104.2%
+384.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.0% |
| 7D | +0.1% | -4.9% | +5.0% | +1.4% |
| 30D | -1.5% | -9.3% | +7.8% | +0.9% |
| 3M | +6.0% | +28.1% | -22.1% | -1.2% |
| 6M | +20.6% | +35.2% | -14.6% | +9.8% |
| YTD | +36.5% | +35.9% | +0.7% | +23.8% |
| 1Y | +55.0% | +42.5% | +12.5% | +37.8% |
| 3Y | +70.8% | -4.5% | +75.2% | +56.0% |
| 5Y | +69.6% | -27.1% | +96.7% | +64.4% |
| All | +488.5% | +104.2% | +384.3% | +274.2% |
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