+567.1%
JHX vs CBOE
+978.8%
-411.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | -6.3% | -5.8% | -0.5% | -4.9% |
| 30D | -7.7% | -3.1% | -4.6% | -7.2% |
| 3M | +19.2% | -4.8% | +23.9% | +19.6% |
| 6M | +38.3% | -0.6% | +38.8% | +35.4% |
| YTD | +37.2% | +12.8% | +24.4% | +29.1% |
| 1Y | +42.3% | +19.8% | +22.5% | +31.2% |
| 3Y | -4.4% | +86.9% | -91.3% | -26.4% |
| 5Y | -26.4% | +136.5% | -162.9% | -48.6% |
| 10Y | +106.3% | +368.4% | -262.2% | +14.4% |
| All | +567.1% | +978.8% | -411.6% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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