+47.4%
JHX vs CG
-14.1%
+61.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.5% | +3.8% | +6.4% |
| 7D | +13.3% | +9.4% | +3.8% | +9.2% |
| 30D | +17.1% | +8.7% | +8.4% | +13.1% |
| 3M | +4.1% | -15.0% | +19.1% | +10.3% |
| 6M | +48.5% | -13.2% | +61.7% | +55.9% |
| YTD | +42.3% | -26.2% | +68.4% | +53.7% |
| 1Y | +47.4% | -14.1% | +61.5% | +55.2% |
| All | +47.4% | -14.1% | +61.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling