+7.7%
GEHC vs JHX
+42.1%
-34.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | -7.9% | -4.9% | -3.0% | -6.9% |
| 30D | -11.7% | -9.3% | -2.4% | -9.9% |
| 3M | +0.8% | +28.1% | -27.3% | -4.9% |
| 6M | -11.6% | +35.2% | -46.8% | -17.9% |
| YTD | -21.6% | +35.9% | -57.4% | -27.4% |
| 1Y | -15.3% | +42.5% | -57.8% | -22.6% |
| 3Y | -0.5% | -4.5% | +4.0% | -6.5% |
| All | +7.7% | +42.1% | -34.4% | -8.4% |
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