+2,401.5%
JHX vs CP
+3,626.8%
-1,225.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.4% |
| 7D | +1.5% | -2.7% | +4.2% | +3.0% |
| 30D | +7.2% | +0.2% | +7.0% | +7.1% |
| 3M | +29.9% | +2.6% | +27.4% | +28.3% |
| 6M | +35.4% | +6.0% | +29.4% | +31.9% |
| YTD | +46.5% | +24.9% | +21.5% | +31.5% |
| 1Y | +55.5% | +20.1% | +35.4% | +42.5% |
| 3Y | -0.4% | +16.4% | -16.8% | -7.6% |
| 5Y | -23.3% | +31.7% | -55.1% | -33.7% |
| 10Y | +111.1% | +223.9% | -112.7% | +19.9% |
| All | +2,401.5% | +3,626.8% | -1,225.2% | +623.2% |
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