+101.6%
JHX vs APD
+166.7%
-65.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.4% |
| 7D | -6.3% | -3.3% | -3.1% | -4.7% |
| 30D | -7.7% | -4.2% | -3.6% | -5.8% |
| 3M | +19.2% | +5.4% | +13.7% | +15.1% |
| 6M | +38.3% | +6.3% | +32.0% | +32.1% |
| YTD | +37.2% | +20.3% | +16.9% | +21.9% |
| 1Y | +42.3% | +1.6% | +40.7% | +37.8% |
| 3Y | -4.4% | +4.0% | -8.4% | -11.4% |
| 5Y | -26.4% | +23.3% | -49.7% | -40.1% |
| All | +101.6% | +166.7% | -65.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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