+27.7%
JCI vs JHX
+44.7%
-17.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.3% | -14.5% | -7.0% |
| 7D | -10.7% | +13.3% | -24.0% | -12.0% |
| 30D | -10.4% | +17.1% | -27.5% | -12.1% |
| 3M | -8.3% | +4.1% | -12.4% | -8.6% |
| 6M | -2.1% | +48.5% | -50.6% | -7.7% |
| YTD | +18.4% | +42.3% | -23.9% | +13.7% |
| 1Y | +27.7% | +47.4% | -19.7% | +24.5% |
| All | +27.7% | +44.7% | -17.1% | +24.5% |
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