-5.3%
JHX vs APD
+5.8%
-11.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -4.9% | -3.5% | -1.4% | -3.8% |
| 30D | -9.3% | -5.1% | -4.2% | -7.8% |
| 3M | +28.1% | +6.9% | +21.2% | +24.9% |
| 6M | +35.2% | +8.1% | +27.1% | +30.7% |
| YTD | +35.9% | +21.2% | +14.6% | +25.2% |
| 1Y | +42.5% | +4.9% | +37.7% | +39.3% |
| All | -5.3% | +5.8% | -11.2% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling