+2,401.5%
JHX vs CASY
+7,697.0%
-5,295.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | +7.2% | -11.3% | +18.5% | +9.9% |
| 3M | +29.9% | -0.6% | +30.6% | +28.2% |
| 6M | +35.4% | +10.7% | +24.7% | +30.0% |
| YTD | +46.5% | +37.1% | +9.3% | +33.6% |
| 1Y | +55.5% | +52.3% | +3.2% | +37.9% |
| 3Y | -0.4% | +215.2% | -215.6% | -27.1% |
| 5Y | -23.3% | +276.5% | -299.8% | -46.7% |
| 10Y | +111.1% | +508.4% | -397.2% | +30.8% |
| All | +2,401.5% | +7,697.0% | -5,295.4% | +1,017.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling