-6.2%
JHX vs CASY
+161.8%
-168.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.2% | +3.6% | -3.7% | -0.6% |
| 30D | +13.1% | +9.1% | +4.0% | +12.0% |
| 3M | -10.0% | -16.5% | +6.5% | -8.4% |
| 6M | +38.9% | -19.7% | +58.6% | +43.2% |
| YTD | +34.0% | +29.3% | +4.7% | +23.1% |
| 1Y | +66.0% | +33.1% | +32.8% | +51.2% |
| 3Y | -6.2% | +158.5% | -164.8% | -33.2% |
| All | -6.2% | +161.8% | -168.0% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling