+101.6%
JHX vs A
+256.4%
-154.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -0.5% |
| 7D | -6.3% | -2.6% | -3.7% | -4.9% |
| 30D | -7.7% | -0.9% | -6.9% | -7.4% |
| 3M | +19.2% | +13.6% | +5.5% | +11.0% |
| 6M | +38.3% | +27.8% | +10.4% | +19.7% |
| YTD | +37.2% | +8.6% | +28.6% | +29.5% |
| 1Y | +42.3% | +16.9% | +25.4% | +28.1% |
| 3Y | -4.4% | +32.9% | -37.3% | -21.9% |
| 5Y | -26.4% | -14.1% | -12.3% | -24.7% |
| All | +101.6% | +256.4% | -154.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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