-27.2%
JHX vs CBRE
+43.6%
-70.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +33.7% |
| YTD | +37.2% | -12.6% | +49.8% | +43.9% |
| 1Y | +42.3% | -15.3% | +57.6% | +51.8% |
| 3Y | -4.4% | +64.6% | -69.0% | -33.2% |
| All | -27.2% | +43.6% | -70.8% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling