-27.1%
JHX vs CNH
+8.8%
-35.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.3% |
| 7D | -4.9% | -2.5% | -2.4% | -3.9% |
| 30D | -9.3% | +27.0% | -36.3% | -18.9% |
| 3M | +28.1% | +32.6% | -4.5% | +11.9% |
| 6M | +35.2% | +23.6% | +11.6% | +21.8% |
| YTD | +35.9% | +47.8% | -12.0% | +13.6% |
| 1Y | +42.5% | +21.3% | +21.3% | +28.5% |
| 3Y | -4.5% | +7.0% | -11.4% | -12.0% |
| 5Y | -27.1% | +10.2% | -37.3% | -37.4% |
| All | -27.1% | +8.8% | -35.9% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 5y: compounded portfolio wealth divided by compounded CNH 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…
5y analysis · Full analysis span regression · 6 months rolling