+188.3%
ITW vs JHX
+106.3%
+82.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.7% | -6.3% | +5.6% | +0.9% |
| 30D | -8.3% | -7.7% | -0.6% | -6.5% |
| 3M | +6.0% | +19.2% | -13.1% | +1.0% |
| 6M | 0.0% | +38.3% | -38.3% | -9.1% |
| YTD | +10.2% | +37.2% | -27.0% | +0.2% |
| 1Y | +3.2% | +42.3% | -39.1% | -7.6% |
| 3Y | +21.0% | -4.4% | +25.4% | +11.1% |
| 5Y | +37.9% | -26.4% | +64.3% | +33.0% |
| All | +188.3% | +106.3% | +82.0% | +86.1% |
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