-27.2%
JHX vs COO
-52.5%
+25.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -6.3% | -22.5% | +16.2% | +5.7% |
| 30D | -7.7% | -29.7% | +22.0% | +9.4% |
| 3M | +19.2% | -20.1% | +39.3% | +32.2% |
| 6M | +38.3% | -26.9% | +65.2% | +60.4% |
| YTD | +37.2% | -34.2% | +71.4% | +68.0% |
| 1Y | +42.3% | -21.3% | +63.5% | +58.2% |
| 3Y | -4.4% | -38.7% | +34.3% | +16.0% |
| All | -27.2% | -52.5% | +25.3% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling