+396.0%
HPE vs JHX
-27.7%
+423.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +12.2% |
| 7D | +19.4% | -6.3% | +25.7% | +21.4% |
| 30D | +5.6% | -7.7% | +13.4% | +7.8% |
| 3M | +33.1% | +19.2% | +13.9% | +26.2% |
| 6M | +192.5% | +38.3% | +154.2% | +164.6% |
| YTD | +160.9% | +37.2% | +123.7% | +136.2% |
| 1Y | +155.0% | +42.3% | +112.7% | +127.6% |
| 3Y | +289.4% | -4.4% | +293.8% | +255.7% |
| All | +396.0% | -27.7% | +423.7% | +360.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling