+99.6%
JHX vs CMS
+120.6%
-21.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | -4.9% | -1.3% | -3.5% | -4.2% |
| 30D | -9.3% | -2.8% | -6.5% | -8.1% |
| 3M | +28.1% | -7.1% | +35.2% | +32.6% |
| 6M | +35.2% | -10.0% | +45.2% | +41.7% |
| YTD | +35.9% | -0.9% | +36.8% | +35.6% |
| 1Y | +42.5% | -2.0% | +44.5% | +42.8% |
| 3Y | -4.5% | +33.0% | -37.5% | -19.0% |
| 5Y | -27.1% | +24.3% | -51.4% | -37.1% |
| All | +99.6% | +120.6% | -21.0% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling