+473.5%
JHX vs CAPR
-99.1%
+572.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.7% |
| 7D | +4.5% | -9.5% | +14.0% | +4.7% |
| 30D | -1.2% | +121.5% | -122.7% | -2.9% |
| 3M | +32.8% | -65.4% | +98.1% | +33.5% |
| 6M | +41.2% | -67.5% | +108.7% | +42.1% |
| YTD | +43.9% | -68.6% | +112.5% | +44.7% |
| 1Y | +48.0% | +42.7% | +5.4% | +39.4% |
| 3Y | +1.2% | +43.4% | -42.2% | -6.9% |
| 5Y | -22.6% | +86.0% | -108.6% | -29.7% |
| 10Y | +111.5% | -77.4% | +188.9% | +84.0% |
| All | +473.5% | -99.1% | +572.6% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling