+1,992.7%
HL vs JHX
+2,243.5%
-250.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -4.4% | -6.3% | +2.0% | -1.9% |
| 30D | +9.3% | -7.7% | +17.0% | +12.8% |
| 3M | +32.0% | +19.2% | +12.8% | +23.0% |
| 6M | -6.4% | +38.3% | -44.7% | -18.0% |
| YTD | +3.1% | +37.2% | -34.1% | -8.8% |
| 1Y | +77.6% | +42.3% | +35.3% | +52.7% |
| 3Y | +392.8% | -4.4% | +397.2% | +349.3% |
| 5Y | +234.1% | -26.4% | +260.5% | +226.9% |
| 10Y | +264.5% | +106.3% | +158.2% | +114.2% |
| All | +1,992.7% | +2,243.5% | -250.8% | +388.7% |
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