-6.6%
JHX vs ADVB
-88.8%
+82.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.8% |
| 7D | +4.5% | -14.0% | +18.5% | +4.4% |
| 30D | -1.2% | +41.0% | -42.2% | -1.1% |
| 3M | +32.8% | +127.9% | -95.1% | +33.7% |
| 6M | +41.2% | +101.3% | -60.2% | +41.5% |
| YTD | +43.9% | +53.8% | -9.9% | +45.3% |
| 1Y | +48.0% | +4.4% | +43.6% | +50.2% |
| All | -6.6% | -88.8% | +82.2% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling