+155.3%
HBAN vs JHX
+106.3%
+49.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -1.0% | -6.3% | +5.3% | +1.0% |
| 30D | -5.6% | -7.7% | +2.1% | -3.4% |
| 3M | -1.1% | +19.2% | -20.3% | -7.0% |
| 6M | +9.9% | +38.3% | -28.4% | -2.2% |
| YTD | -0.9% | +37.2% | -38.2% | -12.2% |
| 1Y | -1.4% | +42.3% | -43.7% | -14.2% |
| 3Y | +78.2% | -4.4% | +82.6% | +60.4% |
| 5Y | +37.0% | -26.4% | +63.4% | +32.3% |
| All | +155.3% | +106.3% | +49.0% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling