-22.6%
JHX vs COMP
-32.0%
+9.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.2% |
| 7D | +4.5% | +4.1% | +0.4% | +3.8% |
| 30D | -1.2% | -14.5% | +13.3% | +1.4% |
| 3M | +32.8% | +41.8% | -9.1% | +24.7% |
| 6M | +41.2% | +23.6% | +17.6% | +34.7% |
| YTD | +43.9% | +1.7% | +42.2% | +40.6% |
| 1Y | +48.0% | +12.6% | +35.5% | +41.2% |
| 3Y | +1.2% | +221.9% | -220.7% | -22.5% |
| 5Y | -22.6% | -28.1% | +5.5% | -36.0% |
| All | -22.6% | -32.0% | +9.4% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling