-11.8%
JHX vs ADVB
-88.9%
+77.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -2.5% |
| 7D | -4.9% | -5.9% | +1.0% | -4.9% |
| 30D | -9.3% | +13.9% | -23.2% | -9.2% |
| 3M | +28.1% | +127.3% | -99.3% | +29.0% |
| 6M | +35.2% | +77.0% | -41.8% | +35.9% |
| YTD | +35.9% | +51.5% | -15.7% | +37.2% |
| 1Y | +42.5% | -11.3% | +53.8% | +45.6% |
| All | -11.8% | -88.9% | +77.1% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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