-23.6%
JHX vs COMP
-13.7%
-9.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.7% | +1.8% | +6.5% |
| 7D | +7.7% | +14.5% | -6.9% | +5.0% |
| 30D | +19.2% | +14.9% | +4.3% | +16.0% |
| 3M | -1.0% | -14.2% | +13.3% | +1.3% |
| 6M | +42.7% | +23.7% | +19.0% | +36.4% |
| YTD | +44.3% | +2.1% | +42.2% | +40.3% |
| 1Y | +72.2% | +26.2% | +46.0% | +61.5% |
| 3Y | +1.1% | +470.9% | -469.8% | -29.0% |
| 5Y | -23.6% | -14.0% | -9.5% | -36.5% |
| All | -23.6% | -13.7% | -9.9% | -36.5% |
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