-6.9%
JHX vs COMP
-53.0%
+46.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -1.7% |
| 7D | +6.6% | +7.2% | -0.6% | +5.2% |
| 30D | +15.6% | +6.4% | +9.3% | +14.1% |
| 3M | -4.5% | -19.4% | +14.9% | -1.4% |
| 6M | +38.5% | +14.6% | +23.9% | +34.2% |
| YTD | +40.0% | -5.5% | +45.5% | +38.1% |
| 1Y | +67.0% | +13.7% | +53.3% | +59.7% |
| 3Y | -0.6% | +409.7% | -410.3% | -28.3% |
| 5Y | -26.1% | -17.0% | -9.0% | -40.0% |
| All | -6.9% | -53.0% | +46.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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