+1,037.1%
JHX vs CBRE
+2,105.5%
-1,068.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.7% |
| 7D | +1.6% | -1.7% | +3.3% | +2.0% |
| 30D | -5.0% | -3.0% | -2.0% | -4.3% |
| 3M | +24.5% | +2.6% | +21.8% | +23.5% |
| 6M | +34.9% | +2.0% | +32.9% | +34.2% |
| YTD | +39.3% | -13.1% | +52.5% | +43.3% |
| 1Y | +48.6% | -13.8% | +62.4% | +53.2% |
| 3Y | -2.0% | +63.9% | -65.9% | -14.4% |
| 5Y | -24.4% | +42.3% | -66.7% | -31.8% |
| 10Y | +109.4% | +401.2% | -291.7% | +42.8% |
| All | +1,037.1% | +2,105.5% | -1,068.4% | +524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling