+42.3%
JHX vs COMP
+14.6%
+27.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -0.2% |
| 7D | +6.6% | +7.2% | -0.6% | +3.6% |
| 30D | +15.6% | +6.4% | +9.3% | +12.2% |
| 3M | -4.5% | -19.4% | +14.9% | +2.5% |
| All | +42.3% | +14.6% | +27.7% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling