-21.2%
JHX vs AS
+114.1%
-135.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.0% |
| 7D | +4.5% | -2.6% | +7.1% | +5.3% |
| 30D | -1.2% | -22.1% | +20.9% | +5.6% |
| 3M | +32.8% | -15.3% | +48.1% | +38.7% |
| 6M | +41.2% | -15.6% | +56.8% | +47.7% |
| YTD | +43.9% | -23.2% | +67.1% | +53.2% |
| 1Y | +48.0% | -21.7% | +69.7% | +56.0% |
| All | -21.2% | +114.1% | -135.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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