+2,243.5%
JHX vs AU
+869.1%
+1,374.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.3% | -4.3% | -2.1% | -5.7% |
| 30D | -7.7% | +7.3% | -15.1% | -8.9% |
| 3M | +19.2% | +26.3% | -7.2% | +14.7% |
| 6M | +38.3% | +1.8% | +36.5% | +37.2% |
| YTD | +37.2% | +26.8% | +10.4% | +31.4% |
| 1Y | +42.3% | +66.7% | -24.4% | +30.2% |
| 3Y | -4.4% | +579.1% | -583.5% | -31.0% |
| 5Y | -26.4% | +689.3% | -715.7% | -49.3% |
| 10Y | +106.3% | +686.6% | -580.4% | +30.1% |
| All | +2,243.5% | +869.1% | +1,374.4% | +1,101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling