-2.9%
JHX vs CAPR
+36.9%
-39.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.5% | -3.1% |
| 7D | +1.6% | -12.6% | +14.2% | +1.7% |
| 30D | -5.0% | +124.4% | -129.4% | -6.0% |
| 3M | +24.5% | -66.8% | +91.2% | +25.0% |
| 6M | +34.9% | -71.8% | +106.7% | +35.7% |
| YTD | +39.3% | -70.1% | +109.4% | +39.9% |
| 1Y | +48.6% | +33.3% | +15.2% | +42.9% |
| All | -2.9% | +36.9% | -39.8% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling