+303.0%
JHX vs AR
-27.2%
+330.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | +1.5% | +2.5% | -1.0% | +1.2% |
| 30D | +7.2% | +14.8% | -7.6% | +5.4% |
| 3M | +29.9% | +6.2% | +23.7% | +28.7% |
| 6M | +35.4% | +4.3% | +31.1% | +33.7% |
| YTD | +46.5% | +14.4% | +32.1% | +42.7% |
| 1Y | +55.5% | +21.3% | +34.2% | +50.0% |
| 3Y | -0.4% | +39.8% | -40.2% | -7.3% |
| 5Y | -23.3% | +142.1% | -165.4% | -34.4% |
| 10Y | +111.1% | +52.0% | +59.1% | +72.6% |
| All | +303.0% | -27.2% | +330.2% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling