+265.8%
GIS vs JHX
+2,243.5%
-1,977.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -6.4% | -6.3% | -0.1% | -5.9% |
| 30D | -6.1% | -7.7% | +1.6% | -5.5% |
| 3M | +7.8% | +19.2% | -11.3% | +6.2% |
| 6M | -8.8% | +38.3% | -47.1% | -11.5% |
| YTD | -19.1% | +37.2% | -56.3% | -21.5% |
| 1Y | -24.8% | +42.3% | -67.0% | -27.4% |
| 3Y | -37.6% | -4.4% | -33.2% | -39.1% |
| 5Y | -25.4% | -26.4% | +1.0% | -26.5% |
| 10Y | -19.6% | +106.3% | -125.8% | -29.6% |
| All | +265.8% | +2,243.5% | -1,977.7% | +186.4% |
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