+99.6%
JHX vs CF
+606.5%
-506.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | -4.9% | -2.0% | -2.9% | -4.5% |
| 30D | -9.3% | +15.3% | -24.6% | -12.0% |
| 3M | +28.1% | +24.3% | +3.8% | +21.6% |
| 6M | +35.2% | +23.9% | +11.3% | +24.6% |
| YTD | +35.9% | +77.3% | -41.4% | +13.4% |
| 1Y | +42.5% | +58.7% | -16.2% | +21.9% |
| 3Y | -4.5% | +72.8% | -77.3% | -22.2% |
| 5Y | -27.1% | +228.8% | -255.9% | -54.9% |
| All | +99.6% | +606.5% | -506.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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