-40.2%
INTU vs JHX
-27.7%
-12.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | -3.3% | -6.3% | +3.0% | -2.1% |
| 30D | -3.9% | -7.7% | +3.8% | -2.4% |
| 3M | +16.6% | +19.2% | -2.5% | +12.3% |
| 6M | -26.4% | +38.3% | -64.7% | -32.3% |
| YTD | -51.0% | +37.2% | -88.2% | -55.2% |
| 1Y | -50.8% | +42.3% | -93.0% | -55.6% |
| 3Y | -40.1% | -4.4% | -35.7% | -46.0% |
| All | -40.2% | -27.7% | -12.5% | -39.9% |
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