+541.8%
JHX vs CF
+5,489.8%
-4,948.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.3% |
| 7D | -3.7% | +10.4% | -14.0% | -6.0% |
| 30D | +14.8% | +7.6% | +7.3% | +12.6% |
| 3M | -8.5% | +5.2% | -13.7% | -10.3% |
| 6M | +39.2% | -0.1% | +39.3% | +36.8% |
| YTD | +37.0% | +61.7% | -24.7% | +15.8% |
| 1Y | +66.6% | +50.3% | +16.3% | +43.3% |
| 3Y | -2.7% | +66.0% | -68.7% | -20.5% |
| 5Y | -26.3% | +114.5% | -140.8% | -46.5% |
| 10Y | +121.5% | +471.5% | -350.0% | +15.7% |
| All | +541.8% | +5,489.8% | -4,948.0% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling