+455.2%
JHX vs CG
+341.4%
+113.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -0.9% |
| 7D | +4.5% | -1.3% | +5.8% | +5.0% |
| 30D | -1.2% | -3.2% | +1.9% | -0.1% |
| 3M | +32.8% | +6.2% | +26.6% | +29.2% |
| 6M | +41.2% | -4.7% | +45.8% | +43.2% |
| YTD | +43.9% | -20.6% | +64.5% | +55.7% |
| 1Y | +48.0% | -26.4% | +74.4% | +64.1% |
| 3Y | +1.2% | +55.4% | -54.2% | -19.8% |
| 5Y | -22.6% | +9.8% | -32.4% | -32.6% |
| 10Y | +111.5% | +341.4% | -229.9% | +12.2% |
| All | +455.2% | +341.4% | +113.9% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling