+35.8%
IR vs JHX
-27.7%
+63.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -4.5% | -6.3% | +1.8% | -2.6% |
| 30D | -13.9% | -7.7% | -6.2% | -11.9% |
| 3M | -0.3% | +19.2% | -19.5% | -5.6% |
| 6M | -14.3% | +38.3% | -52.6% | -22.5% |
| YTD | -7.9% | +37.2% | -45.1% | -16.6% |
| 1Y | -9.9% | +42.3% | -52.2% | -19.7% |
| 3Y | +6.5% | -4.4% | +10.9% | -3.1% |
| All | +35.8% | -27.7% | +63.5% | +33.3% |
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 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