-15.5%
JHX vs AUR
-35.7%
+20.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -6.3% | +1.4% | -7.7% | -6.5% |
| 30D | -7.7% | -6.4% | -1.3% | -7.1% |
| 3M | +19.2% | +7.7% | +11.5% | +17.5% |
| 6M | +38.3% | +44.5% | -6.2% | +30.3% |
| YTD | +37.2% | +67.4% | -30.2% | +26.7% |
| 1Y | +42.3% | +15.4% | +26.8% | +36.8% |
| 3Y | -4.4% | +94.8% | -99.2% | -23.0% |
| 5Y | -26.4% | -35.1% | +8.7% | -42.8% |
| All | -15.5% | -35.7% | +20.2% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling