+49.3%
F vs JHX
-27.7%
+77.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.9% |
| 7D | -3.7% | -4.9% | +1.2% | -2.3% |
| 30D | -0.7% | -9.3% | +8.6% | +2.1% |
| 3M | -1.9% | +28.1% | -30.0% | -9.1% |
| 6M | +16.1% | +35.2% | -19.1% | +5.2% |
| YTD | +9.5% | +35.9% | -26.4% | -1.1% |
| 1Y | +27.2% | +42.5% | -15.3% | +12.6% |
| 3Y | +36.3% | -4.5% | +40.8% | +22.5% |
| 5Y | +49.3% | -27.1% | +76.4% | +54.3% |
| All | +49.3% | -27.7% | +77.0% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling