-27.1%
JHX vs CAPR
+66.0%
-93.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.4% |
| 7D | -4.9% | -10.6% | +5.7% | -4.7% |
| 30D | -9.3% | +111.2% | -120.5% | -10.7% |
| 3M | +28.1% | -67.2% | +95.3% | +28.9% |
| 6M | +35.2% | -75.1% | +110.4% | +36.7% |
| YTD | +35.9% | -71.2% | +107.1% | +36.9% |
| 1Y | +42.5% | +31.1% | +11.4% | +33.7% |
| 3Y | -4.5% | +31.3% | -35.8% | -19.1% |
| 5Y | -27.1% | +69.4% | -96.5% | -42.3% |
| All | -27.1% | +66.0% | -93.1% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling