+132.3%
HON vs JHX
+106.3%
+26.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.5% | -6.3% | +2.9% | -1.9% |
| 30D | -13.8% | -7.7% | -6.0% | -12.1% |
| 3M | -11.7% | +19.2% | -30.9% | -15.7% |
| 6M | -18.7% | +38.3% | -57.0% | -25.7% |
| YTD | +0.2% | +37.2% | -37.0% | -8.5% |
| 1Y | -3.1% | +42.3% | -45.3% | -12.8% |
| 3Y | +17.0% | -4.4% | +21.4% | +7.2% |
| 5Y | +2.0% | -26.4% | +28.4% | -1.0% |
| All | +132.3% | +106.3% | +26.1% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling