+151.7%
HYG vs JHX
+506.8%
-355.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -6.3% | +5.6% | 0.0% |
| 30D | -0.7% | -7.7% | +7.0% | +0.1% |
| 3M | -0.2% | +19.2% | -19.4% | -2.2% |
| 6M | +1.4% | +38.3% | -36.8% | -2.6% |
| YTD | +1.5% | +37.2% | -35.8% | -2.6% |
| 1Y | +2.9% | +42.3% | -39.4% | -1.9% |
| 3Y | +25.6% | -4.4% | +30.0% | +21.3% |
| 5Y | +18.6% | -26.4% | +44.9% | +16.2% |
| 10Y | +55.7% | +106.3% | -50.5% | +30.8% |
| All | +151.7% | +506.8% | -355.0% | +66.3% |
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