+101.6%
JHX vs CBRE
+407.4%
-305.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | 0.0% |
| 7D | -6.3% | -5.0% | -1.4% | -3.8% |
| 30D | -7.7% | -4.7% | -3.1% | -5.5% |
| 3M | +19.2% | +6.5% | +12.7% | +14.8% |
| 6M | +38.3% | +6.1% | +32.2% | +33.6% |
| YTD | +37.2% | -12.6% | +49.8% | +44.2% |
| 1Y | +42.3% | -15.3% | +57.6% | +52.0% |
| 3Y | -4.4% | +64.6% | -69.0% | -31.0% |
| 5Y | -26.4% | +45.0% | -71.4% | -44.2% |
| All | +101.6% | +407.4% | -305.8% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling