+13.1%
GEV vs JHX
+37.1%
-24.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.3% |
| 7D | +1.6% | -6.3% | +7.9% | +3.8% |
| 30D | -7.9% | -7.7% | -0.2% | -5.6% |
| 3M | +5.6% | +19.2% | -13.6% | -1.5% |
| 6M | +13.1% | +38.3% | -25.2% | -0.2% |
| All | +13.1% | +37.1% | -24.0% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling