-2.9%
JHX vs CASY
+163.7%
-166.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.1% | -1.7% |
| 7D | +1.6% | -16.5% | +18.1% | +3.4% |
| 30D | -5.0% | -26.4% | +21.4% | -2.2% |
| 3M | +24.5% | -17.3% | +41.8% | +25.2% |
| 6M | +34.9% | -5.2% | +40.1% | +31.4% |
| YTD | +39.3% | +14.1% | +25.2% | +30.8% |
| 1Y | +48.6% | +16.6% | +31.9% | +38.5% |
| All | -2.9% | +163.7% | -166.6% | -22.0% |
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