+22.9%
ITW vs JHX
+44.7%
-21.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +0.2% |
| 7D | +6.3% | +13.3% | -7.0% | +2.9% |
| 30D | +11.1% | +17.1% | -6.1% | +6.5% |
| 3M | +0.1% | +4.1% | -4.0% | -1.3% |
| 6M | +18.1% | +48.5% | -30.4% | +5.3% |
| YTD | +21.4% | +42.3% | -20.9% | +9.1% |
| 1Y | +22.9% | +47.4% | -24.5% | +9.3% |
| All | +22.9% | +44.7% | -21.8% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling