-7.2%
JD vs JHX
-5.4%
-1.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | -2.6% | -4.9% | +2.3% | -1.8% |
| 30D | -15.4% | -9.3% | -6.1% | -14.1% |
| 3M | -5.0% | +28.1% | -33.1% | -9.1% |
| 6M | +0.9% | +35.2% | -34.3% | -4.9% |
| YTD | -2.5% | +35.9% | -38.4% | -8.4% |
| 1Y | -16.0% | +42.5% | -58.5% | -22.1% |
| All | -7.2% | -5.4% | -1.8% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling