+99.6%
JHX vs CP
+230.5%
-130.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.6% |
| 7D | -4.9% | -2.7% | -2.2% | -3.1% |
| 30D | -9.3% | -3.4% | -5.9% | -7.2% |
| 3M | +28.1% | -0.6% | +28.7% | +28.5% |
| 6M | +35.2% | +6.3% | +28.9% | +30.3% |
| YTD | +35.9% | +21.2% | +14.7% | +20.2% |
| 1Y | +42.5% | +20.0% | +22.5% | +26.9% |
| 3Y | -4.5% | +18.7% | -23.2% | -15.1% |
| 5Y | -27.1% | +34.8% | -61.9% | -41.5% |
| All | +99.6% | +230.5% | -130.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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