+291.9%
JHX vs CNH
+55.5%
+236.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.8% | +0.5% |
| 7D | +4.5% | +8.8% | -4.3% | +0.7% |
| 30D | -1.2% | +24.7% | -25.9% | -10.5% |
| 3M | +32.8% | +27.3% | +5.4% | +19.1% |
| 6M | +41.2% | +23.2% | +18.0% | +28.3% |
| YTD | +43.9% | +48.9% | -5.0% | +21.0% |
| 1Y | +48.0% | +19.4% | +28.6% | +35.2% |
| 3Y | +1.2% | +7.8% | -6.6% | -6.0% |
| 5Y | -22.6% | +8.7% | -31.3% | -30.7% |
| 10Y | +111.5% | +149.5% | -38.1% | +28.5% |
| All | +291.9% | +55.5% | +236.3% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling