+72.8%
HCA vs JHX
-27.7%
+100.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +5.4% | -6.3% | +11.7% | +6.4% |
| 30D | +3.0% | -7.7% | +10.7% | +4.1% |
| 3M | +13.0% | +19.2% | -6.2% | +9.7% |
| 6M | -20.3% | +38.3% | -58.5% | -24.8% |
| YTD | -8.2% | +37.2% | -45.4% | -13.5% |
| 1Y | +6.7% | +42.3% | -35.6% | -0.5% |
| 3Y | +60.4% | -4.4% | +64.8% | +50.2% |
| All | +72.8% | -27.7% | +100.5% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling