+47.4%
JHX vs AUR
-17.4%
+64.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.4% | +12.7% | +9.0% |
| 7D | +13.3% | -19.8% | +33.1% | +16.9% |
| 30D | +17.1% | -29.0% | +46.2% | +23.3% |
| 3M | +4.1% | -43.6% | +47.7% | +13.3% |
| 6M | +48.5% | -36.6% | +85.1% | +57.0% |
| YTD | +42.3% | +6.3% | +36.0% | +34.5% |
| 1Y | +47.4% | -9.0% | +56.4% | +42.1% |
| All | +47.4% | -17.4% | +64.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling