+112.6%
F vs JHX
+2,401.5%
-2,288.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.7% |
| 7D | +5.3% | +1.5% | +3.8% | +4.8% |
| 30D | +4.6% | +7.2% | -2.6% | +2.3% |
| 3M | -3.7% | +29.9% | -33.6% | -11.6% |
| 6M | +16.8% | +35.4% | -18.5% | +5.1% |
| YTD | +15.3% | +46.5% | -31.2% | +1.0% |
| 1Y | +31.0% | +55.5% | -24.5% | +11.7% |
| 3Y | +45.4% | -0.4% | +45.9% | +31.4% |
| 5Y | +54.7% | -23.3% | +78.0% | +48.6% |
| 10Y | +98.2% | +111.1% | -12.9% | +31.2% |
| All | +112.6% | +2,401.5% | -2,288.9% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling