+5.6%
CVS vs JHX
+44.7%
-39.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +8.3% | -20.8% | -12.7% |
| 7D | -11.1% | +13.3% | -24.4% | -11.6% |
| 30D | -7.4% | +17.1% | -24.6% | -8.2% |
| 3M | -22.9% | +4.1% | -27.0% | -23.0% |
| 6M | -1.2% | +48.5% | -49.7% | -4.7% |
| YTD | +3.9% | +42.3% | -38.4% | +1.1% |
| 1Y | +5.6% | +47.4% | -41.8% | +2.7% |
| All | +5.6% | +44.7% | -39.2% | +2.7% |
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