+188.9%
JCI vs JHX
+2,220.4%
-2,031.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | +0.4% | -4.9% | +5.3% | +1.5% |
| 30D | -7.7% | -9.3% | +1.6% | -5.8% |
| 3M | +2.8% | +28.1% | -25.3% | -3.3% |
| 6M | +7.2% | +35.2% | -28.0% | -0.8% |
| YTD | +20.0% | +35.9% | -15.9% | +10.5% |
| 1Y | +33.3% | +42.5% | -9.3% | +20.5% |
| 3Y | +161.3% | -4.5% | +165.8% | +143.4% |
| 5Y | +108.8% | -27.1% | +135.9% | +102.7% |
| 10Y | +334.6% | +104.2% | +230.4% | +216.2% |
| All | +188.9% | +2,220.4% | -2,031.6% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling