+5.7%
JHX vs CART
+11.0%
-5.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.3% | -2.9% |
| 7D | +1.6% | -9.5% | +11.1% | +2.6% |
| 30D | -5.0% | -7.8% | +2.8% | -4.3% |
| 3M | +24.5% | +10.4% | +14.0% | +23.2% |
| 6M | +34.9% | +20.1% | +14.9% | +32.0% |
| YTD | +39.3% | +3.7% | +35.6% | +38.3% |
| 1Y | +48.6% | +2.6% | +46.0% | +47.0% |
| All | +5.7% | +11.0% | -5.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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