+604.9%
HST vs JHX
+2,279.7%
-1,674.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.9% |
| 7D | -0.3% | +1.6% | -1.9% | -0.9% |
| 30D | -2.8% | -5.0% | +2.2% | -1.3% |
| 3M | -6.5% | +24.5% | -30.9% | -13.7% |
| 6M | +20.7% | +34.9% | -14.2% | +7.5% |
| YTD | +30.5% | +39.3% | -8.9% | +14.6% |
| 1Y | +36.8% | +48.6% | -11.8% | +16.4% |
| 3Y | +65.9% | -2.0% | +67.9% | +48.4% |
| 5Y | +73.9% | -24.4% | +98.3% | +65.0% |
| 10Y | +107.0% | +109.4% | -2.4% | +29.5% |
| All | +604.9% | +2,279.7% | -1,674.8% | +118.0% |
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 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