-4.4%
JHX vs AU
+577.5%
-581.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.3% | -4.3% | -2.1% | -5.6% |
| 30D | -7.7% | +7.3% | -15.1% | -9.0% |
| 3M | +19.2% | +26.3% | -7.2% | +14.0% |
| 6M | +38.3% | +1.8% | +36.5% | +36.0% |
| YTD | +37.2% | +26.8% | +10.4% | +32.2% |
| 1Y | +42.3% | +66.7% | -24.4% | +33.4% |
| 3Y | -4.4% | +579.1% | -583.5% | -30.2% |
| All | -4.4% | +577.5% | -581.9% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling