+268.6%
JHX vs AR
-28.5%
+297.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.2% | +7.4% | -7.6% | -1.0% |
| 30D | +13.1% | +5.8% | +7.3% | +12.2% |
| 3M | -10.0% | +5.2% | -15.2% | -10.8% |
| 6M | +38.9% | +5.4% | +33.5% | +37.2% |
| YTD | +34.0% | +12.4% | +21.6% | +30.4% |
| 1Y | +66.0% | +12.8% | +53.2% | +61.3% |
| 3Y | -6.2% | +47.2% | -53.4% | -13.4% |
| 5Y | -31.6% | +101.1% | -132.7% | -40.2% |
| 10Y | +116.6% | +57.6% | +59.0% | +75.6% |
| All | +268.6% | -28.5% | +297.1% | +213.9% |
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