+634.9%
HLT vs JHX
+256.7%
+378.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.6% | -6.3% | +4.7% | +0.1% |
| 30D | -5.0% | -7.7% | +2.7% | -3.1% |
| 3M | -10.4% | +19.2% | -29.6% | -15.1% |
| 6M | +3.2% | +38.3% | -35.0% | -6.7% |
| YTD | +6.7% | +37.2% | -30.5% | -3.6% |
| 1Y | +10.3% | +42.3% | -32.0% | -2.1% |
| 3Y | +99.3% | -4.4% | +103.7% | +82.1% |
| 5Y | +143.7% | -26.4% | +170.1% | +135.1% |
| 10Y | +584.7% | +106.3% | +478.5% | +358.4% |
| All | +634.9% | +256.7% | +378.2% | +324.7% |
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