+51.2%
JD vs JHX
+182.6%
-131.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.6% |
| 7D | -0.8% | +4.5% | -5.3% | -2.1% |
| 30D | -16.0% | -1.2% | -14.8% | -15.8% |
| 3M | -3.2% | +32.8% | -36.0% | -11.7% |
| 6M | +6.1% | +41.2% | -35.1% | -6.1% |
| YTD | -0.1% | +43.9% | -44.0% | -12.5% |
| 1Y | -12.7% | +48.0% | -60.8% | -25.0% |
| 3Y | -6.3% | +1.2% | -7.5% | -16.5% |
| 5Y | -61.3% | -22.6% | -38.7% | -63.5% |
| 10Y | +17.6% | +111.5% | -93.8% | -25.8% |
| All | +51.2% | +182.6% | -131.5% | -13.7% |
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