-66.4%
HUBS vs JHX
-27.7%
-38.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -9.0% | -6.3% | -2.7% | -7.3% |
| 30D | +7.2% | -7.7% | +15.0% | +9.6% |
| 3M | +20.9% | +19.2% | +1.7% | +14.9% |
| 6M | -13.0% | +38.3% | -51.3% | -22.4% |
| YTD | -43.8% | +37.2% | -81.1% | -50.3% |
| 1Y | -54.6% | +42.3% | -96.9% | -60.6% |
| 3Y | -58.5% | -4.4% | -54.1% | -64.2% |
| All | -66.4% | -27.7% | -38.7% | -68.6% |
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