+47.4%
JHX vs CMS
+1.4%
+46.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.9% | +7.8% |
| 7D | +13.3% | +4.1% | +9.2% | +11.9% |
| 30D | +17.1% | +10.9% | +6.3% | +13.8% |
| 3M | +4.1% | -0.2% | +4.3% | +3.9% |
| 6M | +48.5% | -4.7% | +53.2% | +50.9% |
| YTD | +42.3% | +3.9% | +38.4% | +39.6% |
| 1Y | +47.4% | +0.4% | +47.0% | +47.5% |
| All | +47.4% | +1.4% | +46.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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