+101.6%
JHX vs AVAV
+519.3%
-417.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -6.3% | +1.4% | -7.7% | -6.6% |
| 30D | -7.7% | -24.3% | +16.6% | -3.1% |
| 3M | +19.2% | -20.1% | +39.3% | +22.7% |
| 6M | +38.3% | -29.4% | +67.6% | +44.4% |
| YTD | +37.2% | -39.3% | +76.6% | +44.5% |
| 1Y | +42.3% | -39.3% | +81.6% | +48.4% |
| 3Y | -4.4% | +29.5% | -33.9% | -18.9% |
| 5Y | -26.4% | +56.3% | -82.7% | -42.8% |
| All | +101.6% | +519.3% | -417.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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