+2,234.6%
ICE vs JHX
+602.7%
+1,631.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.2% |
| 7D | -5.3% | -4.9% | -0.5% | -4.2% |
| 30D | +3.0% | -9.3% | +12.3% | +5.4% |
| 3M | +11.4% | +28.1% | -16.6% | +4.3% |
| 6M | -2.0% | +35.2% | -37.2% | -10.6% |
| YTD | -3.1% | +35.9% | -39.0% | -12.3% |
| 1Y | -8.4% | +42.5% | -50.9% | -18.5% |
| 3Y | +40.7% | -4.5% | +45.2% | +28.1% |
| 5Y | +40.0% | -27.1% | +67.1% | +33.3% |
| 10Y | +213.5% | +104.2% | +109.3% | +104.2% |
| All | +2,234.6% | +602.7% | +1,631.9% | +636.3% |
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