+456.2%
JHX vs AVAV
+370.1%
+86.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.4% |
| 7D | -0.2% | +4.2% | -4.4% | -0.9% |
| 30D | +13.1% | -2.6% | +15.7% | +13.0% |
| 3M | -10.0% | -38.0% | +28.0% | -2.6% |
| 6M | +38.9% | -27.0% | +65.9% | +43.7% |
| YTD | +34.0% | -51.4% | +85.4% | +46.1% |
| 1Y | +66.0% | -60.2% | +126.2% | +87.0% |
| 3Y | -6.2% | -6.7% | +0.4% | -15.1% |
| 5Y | -31.6% | +28.3% | -59.9% | -44.5% |
| 10Y | +116.6% | +320.5% | -203.9% | +30.3% |
| All | +456.2% | +370.1% | +86.1% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling