+101.6%
JHX vs AR
+41.9%
+59.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | -6.3% | -2.5% | -3.8% | -6.1% |
| 30D | -7.7% | +2.5% | -10.3% | -8.0% |
| 3M | +19.2% | +12.3% | +6.9% | +17.4% |
| 6M | +38.3% | -3.1% | +41.4% | +37.8% |
| YTD | +37.2% | +11.5% | +25.7% | +34.1% |
| 1Y | +42.3% | +17.0% | +25.3% | +37.9% |
| 3Y | -4.4% | +47.3% | -51.7% | -11.4% |
| 5Y | -26.4% | +141.2% | -167.6% | -36.4% |
| All | +101.6% | +41.9% | +59.8% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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