+2,188.3%
JHX vs CP
+3,738.9%
-1,550.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | -0.2% | +2.1% | -2.3% | -1.2% |
| 30D | +13.1% | +9.3% | +3.8% | +8.3% |
| 3M | -10.0% | +0.5% | -10.5% | -10.1% |
| 6M | +38.9% | +10.4% | +28.5% | +32.4% |
| YTD | +34.0% | +28.7% | +5.3% | +18.6% |
| 1Y | +66.0% | +33.2% | +32.8% | +44.6% |
| 3Y | -6.2% | +38.4% | -44.7% | -19.9% |
| 5Y | -31.6% | +26.2% | -57.8% | -39.6% |
| 10Y | +116.6% | +258.4% | -141.8% | +17.8% |
| All | +2,188.3% | +3,738.9% | -1,550.5% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling