-2.6%
JHX vs COMP
-47.7%
+45.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.5% |
| 7D | +1.5% | +1.4% | +0.2% | +1.3% |
| 30D | +7.2% | -13.3% | +20.5% | +9.7% |
| 3M | +29.9% | +41.1% | -11.2% | +22.2% |
| 6M | +35.4% | +17.2% | +18.2% | +30.3% |
| YTD | +46.5% | +5.2% | +41.3% | +42.3% |
| 1Y | +55.5% | +18.9% | +36.6% | +47.2% |
| 3Y | -0.4% | +215.9% | -216.3% | -23.2% |
| 5Y | -23.3% | -31.2% | +7.9% | -37.1% |
| All | -2.6% | -47.7% | +45.1% | -17.2% |
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