+2,243.5%
JHX vs CHD
+2,896.8%
-653.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.3% | -4.5% | -1.9% | -4.9% |
| 30D | -7.7% | -6.7% | -1.0% | -5.7% |
| 3M | +19.2% | -2.7% | +21.9% | +20.1% |
| 6M | +38.3% | -4.9% | +43.2% | +40.4% |
| YTD | +37.2% | +13.3% | +23.9% | +31.7% |
| 1Y | +42.3% | +1.0% | +41.3% | +41.2% |
| 3Y | -4.4% | +1.3% | -5.7% | -6.7% |
| 5Y | -26.4% | +20.8% | -47.2% | -33.3% |
| 10Y | +106.3% | +126.1% | -19.9% | +47.4% |
| All | +2,243.5% | +2,896.8% | -653.3% | +855.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling