+50.0%
HUM vs JHX
+44.7%
+5.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -1.2% |
| 7D | +1.6% | +13.3% | -11.7% | -0.3% |
| 30D | +3.5% | +17.1% | -13.6% | +1.2% |
| 3M | +15.5% | +4.1% | +11.4% | +14.5% |
| 6M | +76.2% | +48.5% | +27.7% | +63.3% |
| YTD | +64.5% | +42.3% | +22.3% | +48.5% |
| 1Y | +50.0% | +47.4% | +2.6% | +32.1% |
| All | +50.0% | +44.7% | +5.3% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling