+1,256.8%
HD vs JHX
+2,279.7%
-1,023.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.3% |
| 7D | -1.8% | +1.6% | -3.4% | -2.2% |
| 30D | -10.8% | -5.0% | -5.8% | -9.9% |
| 3M | -2.7% | +24.5% | -27.1% | -7.4% |
| 6M | -10.3% | +34.9% | -45.2% | -16.4% |
| YTD | -7.8% | +39.3% | -47.1% | -14.8% |
| 1Y | -23.1% | +48.6% | -71.7% | -30.3% |
| 3Y | +2.0% | -2.0% | +4.0% | -4.0% |
| 5Y | +6.2% | -24.4% | +30.6% | +3.3% |
| 10Y | +210.2% | +109.4% | +100.7% | +133.8% |
| All | +1,256.8% | +2,279.7% | -1,023.0% | +588.0% |
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