+5.3%
HUM vs JHX
-27.7%
+33.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | +2.1% | -6.3% | +8.4% | +2.6% |
| 30D | +5.4% | -7.7% | +13.1% | +6.0% |
| 3M | +11.4% | +19.2% | -7.8% | +9.6% |
| 6M | +141.5% | +38.3% | +103.2% | +133.7% |
| YTD | +61.2% | +37.2% | +24.0% | +56.0% |
| 1Y | +49.2% | +42.3% | +6.9% | +43.8% |
| 3Y | -9.0% | -4.4% | -4.6% | -11.7% |
| All | +5.3% | -27.7% | +33.0% | +17.0% |
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 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