-4.4%
JHX vs CHD
+0.7%
-5.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.3% | -4.5% | -1.9% | -5.5% |
| 30D | -7.7% | -6.7% | -1.0% | -6.6% |
| 3M | +19.2% | -2.7% | +21.9% | +19.8% |
| 6M | +38.3% | -4.9% | +43.2% | +39.0% |
| YTD | +37.2% | +13.3% | +23.9% | +36.1% |
| 1Y | +42.3% | +1.0% | +41.3% | +41.8% |
| 3Y | -4.4% | +1.3% | -5.7% | -7.4% |
| All | -4.4% | +0.7% | -5.1% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling