+761.8%
HPE vs JHX
+158.8%
+603.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +12.1% |
| 7D | +19.4% | -6.3% | +25.7% | +21.9% |
| 30D | +5.6% | -7.7% | +13.4% | +8.2% |
| 3M | +33.1% | +19.2% | +13.9% | +24.8% |
| 6M | +192.5% | +38.3% | +154.2% | +159.0% |
| YTD | +160.9% | +37.2% | +123.7% | +131.0% |
| 1Y | +155.0% | +42.3% | +112.7% | +121.7% |
| 3Y | +289.4% | -4.4% | +293.8% | +252.4% |
| 5Y | +395.7% | -26.4% | +422.0% | +377.4% |
| 10Y | +574.8% | +106.3% | +468.6% | +301.7% |
| All | +761.8% | +158.8% | +603.0% | +348.4% |
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