+101.6%
JHX vs COO
+17.0%
+84.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -6.3% | -22.5% | +16.2% | +6.3% |
| 30D | -7.7% | -29.7% | +22.0% | +10.2% |
| 3M | +19.2% | -20.1% | +39.3% | +32.8% |
| 6M | +38.3% | -26.9% | +65.2% | +61.3% |
| YTD | +37.2% | -34.2% | +71.4% | +69.3% |
| 1Y | +42.3% | -21.3% | +63.5% | +58.6% |
| 3Y | -4.4% | -38.7% | +34.3% | +17.2% |
| 5Y | -26.4% | -52.2% | +25.8% | +1.7% |
| All | +101.6% | +17.0% | +84.6% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling