+2,357.9%
JHX vs COO
+977.0%
+1,380.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.9% |
| 7D | +4.5% | -2.3% | +6.8% | +5.3% |
| 30D | -1.2% | -8.8% | +7.6% | +1.6% |
| 3M | +32.8% | +1.3% | +31.4% | +32.2% |
| 6M | +41.2% | -11.6% | +52.8% | +46.6% |
| YTD | +43.9% | -17.4% | +61.3% | +52.6% |
| 1Y | +48.0% | -1.6% | +49.6% | +48.4% |
| 3Y | +1.2% | -22.6% | +23.8% | +7.6% |
| 5Y | -22.6% | -40.3% | +17.7% | -11.9% |
| 10Y | +111.5% | +45.2% | +66.3% | +93.8% |
| All | +2,357.9% | +977.0% | +1,380.9% | +1,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling