+2,357.9%
JHX vs A
+986.8%
+1,371.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -0.7% |
| 7D | +4.5% | -2.1% | +6.6% | +5.3% |
| 30D | -1.2% | +0.6% | -1.8% | -1.5% |
| 3M | +32.8% | +10.9% | +21.9% | +27.8% |
| 6M | +41.2% | +28.2% | +13.0% | +28.3% |
| YTD | +43.9% | +8.6% | +35.3% | +38.8% |
| 1Y | +48.0% | +15.5% | +32.5% | +39.1% |
| 3Y | +1.2% | +31.8% | -30.6% | -10.0% |
| 5Y | -22.6% | -14.9% | -7.7% | -20.6% |
| 10Y | +111.5% | +237.8% | -126.3% | +37.5% |
| All | +2,357.9% | +986.8% | +1,371.1% | +1,179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling