+273.7%
IR vs JHX
+99.0%
+174.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -4.5% | -6.3% | +1.8% | -2.4% |
| 30D | -13.9% | -7.7% | -6.2% | -11.6% |
| 3M | -0.3% | +19.2% | -19.5% | -6.4% |
| 6M | -14.3% | +38.3% | -52.6% | -23.8% |
| YTD | -7.9% | +37.2% | -45.1% | -18.0% |
| 1Y | -9.9% | +42.3% | -52.2% | -21.4% |
| 3Y | +6.5% | -4.4% | +10.9% | -3.5% |
| 5Y | +34.0% | -26.4% | +60.4% | +30.0% |
| All | +273.7% | +99.0% | +174.7% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling