-7.0%
JHX vs AR
+48.5%
-55.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.1% |
| 7D | -3.8% | +6.4% | -10.2% | -4.1% |
| 30D | +11.7% | +3.1% | +8.6% | +11.4% |
| 3M | -10.7% | +3.3% | -14.0% | -11.0% |
| 6M | +36.5% | +6.6% | +30.0% | +35.5% |
| YTD | +32.8% | +12.3% | +20.5% | +29.3% |
| 1Y | +62.5% | +12.3% | +50.2% | +57.8% |
| All | -7.0% | +48.5% | -55.5% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling