+101.6%
JHX vs AZO
+296.8%
-195.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.3% | -3.6% | -2.7% | -5.1% |
| 30D | -7.7% | -5.6% | -2.2% | -5.9% |
| 3M | +19.2% | -6.6% | +25.8% | +21.6% |
| 6M | +38.3% | -22.5% | +60.8% | +50.6% |
| YTD | +37.2% | -15.2% | +52.4% | +44.3% |
| 1Y | +42.3% | -33.9% | +76.2% | +63.1% |
| 3Y | -4.4% | +11.8% | -16.2% | -11.9% |
| 5Y | -26.4% | +85.5% | -111.9% | -45.7% |
| All | +101.6% | +296.8% | -195.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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