+116.4%
HPE vs JHX
+44.7%
+71.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +8.3% | -14.0% | -6.7% |
| 7D | -17.0% | +13.3% | -30.3% | -18.6% |
| 30D | -26.7% | +17.1% | -43.9% | -28.7% |
| 3M | -4.1% | +4.1% | -8.2% | -4.7% |
| 6M | +75.4% | +48.5% | +26.9% | +59.0% |
| YTD | +111.0% | +42.3% | +68.8% | +94.4% |
| 1Y | +116.4% | +47.4% | +69.1% | +98.7% |
| All | +116.4% | +44.7% | +71.7% | +98.7% |
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 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