+6.3%
JHX vs CART
+39.2%
-33.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +6.6% | +0.3% | +6.3% | +6.6% |
| 30D | +15.6% | +22.4% | -6.8% | +13.0% |
| 3M | -4.5% | +15.6% | -20.2% | -6.2% |
| 6M | +38.5% | +44.9% | -6.4% | +33.0% |
| YTD | +40.0% | +30.0% | +10.0% | +35.5% |
| 1Y | +67.0% | +56.6% | +10.3% | +57.6% |
| 3Y | -0.6% | +131.9% | -132.5% | -12.4% |
| All | +6.3% | +39.2% | -33.0% | -6.1% |
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