+55.5%
JHX vs CHD
+7.1%
+48.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +1.5% | -2.7% | +4.2% | +2.5% |
| 30D | +7.2% | -4.6% | +11.8% | +9.0% |
| 3M | +29.9% | +5.0% | +24.9% | +27.3% |
| 6M | +35.4% | -3.2% | +38.6% | +35.2% |
| YTD | +46.5% | +18.6% | +27.8% | +40.8% |
| 1Y | +55.5% | +4.8% | +50.7% | +48.6% |
| All | +55.5% | +7.1% | +48.5% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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