-4.0%
JHX vs COMP
-49.2%
+45.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.1% |
| 3M | -1.0% | -14.2% | +13.3% | +1.2% |
| 6M | +42.7% | +23.7% | +19.0% | +36.5% |
| YTD | +44.3% | +2.1% | +42.2% | +40.4% |
| 1Y | +72.2% | +26.2% | +46.0% | +61.8% |
| 3Y | +1.1% | +470.9% | -469.8% | -28.4% |
| 5Y | -23.6% | -14.0% | -9.5% | -38.5% |
| All | -4.0% | -49.2% | +45.2% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling