+3.7%
F vs JHX
+44.7%
-41.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +0.5% |
| 7D | +6.0% | +13.3% | -7.3% | +2.2% |
| 30D | +4.3% | +17.1% | -12.9% | -0.5% |
| 3M | -10.1% | +4.1% | -14.2% | -11.3% |
| 6M | +12.8% | +48.5% | -35.7% | -0.2% |
| YTD | -0.1% | +42.3% | -42.3% | -9.9% |
| 1Y | +3.7% | +47.4% | -43.7% | -7.1% |
| All | +3.7% | +44.7% | -41.0% | -7.1% |
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