+55.5%
JHX vs COO
+4.1%
+51.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.3% |
| 7D | +1.5% | -2.2% | +3.8% | +2.7% |
| 30D | +7.2% | -7.0% | +14.2% | +11.0% |
| 3M | +29.9% | +12.2% | +17.7% | +22.1% |
| 6M | +35.4% | -15.1% | +50.5% | +47.1% |
| YTD | +46.5% | -15.1% | +61.6% | +59.3% |
| 1Y | +55.5% | +2.3% | +53.2% | +63.6% |
| All | +55.5% | +4.1% | +51.4% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling