+25.0%
HL vs JHX
+44.7%
-19.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +8.3% | +4.9% | +8.4% |
| 7D | +0.2% | +13.3% | -13.1% | -6.5% |
| 30D | -12.1% | +17.1% | -29.3% | -19.5% |
| 3M | -2.8% | +4.1% | -6.9% | -5.2% |
| 6M | -14.9% | +48.5% | -63.4% | -32.2% |
| YTD | -22.0% | +42.3% | -64.3% | -31.7% |
| 1Y | +25.0% | +47.4% | -22.4% | +10.2% |
| All | +25.0% | +44.7% | -19.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling