+48.6%
JHX vs COMP
+13.3%
+35.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +1.6% | +0.8% | +0.7% | +1.4% |
| 30D | -5.0% | -13.9% | +8.9% | -1.5% |
| 3M | +24.5% | +30.7% | -6.3% | +15.6% |
| 6M | +34.9% | +18.7% | +16.2% | +22.4% |
| YTD | +39.3% | +1.0% | +38.3% | +26.1% |
| 1Y | +48.6% | +15.1% | +33.5% | +33.7% |
| All | +48.6% | +13.3% | +35.3% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling