+101.6%
JHX vs AU
+699.0%
-597.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.3% | -4.3% | -2.1% | -5.8% |
| 30D | -7.7% | +7.3% | -15.1% | -8.7% |
| 3M | +19.2% | +26.3% | -7.2% | +15.4% |
| 6M | +38.3% | +1.8% | +36.5% | +37.1% |
| YTD | +37.2% | +26.8% | +10.4% | +32.9% |
| 1Y | +42.3% | +66.7% | -24.4% | +33.5% |
| 3Y | -4.4% | +579.1% | -583.5% | -24.5% |
| 5Y | -26.4% | +689.3% | -715.7% | -43.5% |
| All | +101.6% | +699.0% | -597.3% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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