+47.4%
JHX vs CASY
+32.1%
+15.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.9% | +8.3% |
| 7D | +13.3% | +0.8% | +12.5% | +13.3% |
| 30D | +17.1% | +9.4% | +7.7% | +17.3% |
| 3M | +4.1% | -20.6% | +24.7% | +3.0% |
| 6M | +48.5% | -20.7% | +69.2% | +52.5% |
| YTD | +42.3% | +22.5% | +19.8% | +27.5% |
| 1Y | +47.4% | +29.5% | +17.9% | +26.5% |
| All | +47.4% | +32.1% | +15.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling