+42.3%
JHX vs AR
+18.5%
+23.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.6% |
| 7D | -6.3% | -2.5% | -3.8% | -6.8% |
| 30D | -7.7% | +2.5% | -10.3% | -7.2% |
| 3M | +19.2% | +12.3% | +6.9% | +22.6% |
| 6M | +38.3% | -3.1% | +41.4% | +38.9% |
| YTD | +37.2% | +11.5% | +25.7% | +37.4% |
| 1Y | +42.3% | +17.0% | +25.3% | +43.0% |
| All | +42.3% | +18.5% | +23.8% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling