+37.0%
HPQ vs JHX
-4.5%
+41.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.2% |
| 7D | +9.8% | -6.3% | +16.1% | +10.9% |
| 30D | +22.4% | -7.7% | +30.1% | +23.8% |
| 3M | +45.2% | +19.2% | +26.0% | +40.6% |
| 6M | +96.4% | +38.3% | +58.2% | +84.2% |
| YTD | +65.4% | +37.2% | +28.2% | +55.0% |
| 1Y | +31.6% | +42.3% | -10.7% | +22.2% |
| 3Y | +37.0% | -4.4% | +41.4% | +28.0% |
| All | +37.0% | -4.5% | +41.5% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling