-3.5%
GEHC vs JHX
-4.5%
+0.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -7.2% | -6.3% | -0.8% | -5.8% |
| 30D | -11.6% | -7.7% | -3.8% | -10.0% |
| 3M | -0.8% | +19.2% | -20.0% | -5.2% |
| 6M | -11.9% | +38.3% | -50.2% | -19.0% |
| YTD | -21.9% | +37.2% | -59.1% | -28.3% |
| 1Y | -17.8% | +42.3% | -60.1% | -25.4% |
| 3Y | -3.5% | -4.4% | +0.9% | -5.9% |
| All | -3.5% | -4.5% | +0.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling