-9.5%
JHX vs ADVB
-89.4%
+79.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.2% | -3.2% |
| 7D | +1.6% | -13.0% | +14.6% | +1.5% |
| 30D | -5.0% | +7.5% | -12.5% | -5.0% |
| 3M | +24.5% | +129.1% | -104.7% | +25.2% |
| 6M | +34.9% | +71.7% | -36.8% | +35.5% |
| YTD | +39.3% | +45.5% | -6.2% | +40.7% |
| 1Y | +48.6% | -2.7% | +51.3% | +50.8% |
| All | -9.5% | -89.4% | +79.8% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling