+9.2%
JHX vs CART
+14.3%
-5.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -1.1% |
| 7D | +4.5% | -4.1% | +8.6% | +4.9% |
| 30D | -1.2% | -4.3% | +3.1% | -0.8% |
| 3M | +32.8% | +13.1% | +19.6% | +31.1% |
| 6M | +41.2% | +26.0% | +15.2% | +37.5% |
| YTD | +43.9% | +6.7% | +37.2% | +42.5% |
| 1Y | +48.0% | +6.3% | +41.8% | +45.9% |
| All | +9.2% | +14.3% | -5.1% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling