-27.2%
JHX vs AGI
+400.3%
-427.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -6.3% | -2.7% | -3.6% | -5.8% |
| 30D | -7.7% | +7.2% | -15.0% | -9.1% |
| 3M | +19.2% | +4.3% | +14.9% | +17.7% |
| 6M | +38.3% | -27.1% | +65.4% | +45.0% |
| YTD | +37.2% | -6.6% | +43.8% | +37.5% |
| 1Y | +42.3% | +9.5% | +32.8% | +38.0% |
| 3Y | -4.4% | +208.4% | -212.8% | -26.6% |
| All | -27.2% | +400.3% | -427.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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