+0.5%
HD vs JHX
-5.4%
+5.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.0% |
| 7D | -3.9% | -4.9% | +1.0% | -2.9% |
| 30D | -13.1% | -9.3% | -3.8% | -11.4% |
| 3M | -3.4% | +28.1% | -31.5% | -8.1% |
| 6M | -12.6% | +35.2% | -47.8% | -17.9% |
| YTD | -9.2% | +35.9% | -45.1% | -14.9% |
| 1Y | -23.9% | +42.5% | -66.4% | -29.4% |
| All | +0.5% | -5.4% | +5.9% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling