-7.3%
JHX vs COMP
-49.7%
+42.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +1.6% | +0.8% | +0.7% | +1.5% |
| 30D | -5.0% | -13.9% | +8.9% | -2.6% |
| 3M | +24.5% | +30.7% | -6.3% | +18.6% |
| 6M | +34.9% | +18.7% | +16.2% | +29.7% |
| YTD | +39.3% | +1.0% | +38.3% | +36.3% |
| 1Y | +48.6% | +15.1% | +33.5% | +41.4% |
| 3Y | -2.0% | +219.8% | -221.8% | -24.4% |
| 5Y | -24.4% | -28.7% | +4.3% | -38.0% |
| All | -7.3% | -49.7% | +42.4% | -20.7% |
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