+2,188.3%
JHX vs CASY
+7,250.2%
-5,061.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.2% | +3.6% | -3.7% | -1.0% |
| 30D | +13.1% | +9.1% | +4.0% | +10.9% |
| 3M | -10.0% | -16.5% | +6.5% | -6.7% |
| 6M | +38.9% | -19.7% | +58.6% | +43.5% |
| YTD | +34.0% | +29.3% | +4.7% | +23.4% |
| 1Y | +66.0% | +33.1% | +32.8% | +51.6% |
| 3Y | -6.2% | +158.5% | -164.8% | -28.2% |
| 5Y | -31.6% | +266.7% | -298.3% | -52.3% |
| 10Y | +116.6% | +553.5% | -436.9% | +32.4% |
| All | +2,188.3% | +7,250.2% | -5,061.8% | +932.6% |
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