+115.1%
JHX vs GH
+473.1%
-358.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | -4.9% | -1.2% | -3.6% | -4.7% |
| 30D | -9.3% | -3.7% | -5.6% | -8.9% |
| 3M | +28.1% | +21.7% | +6.4% | +23.6% |
| 6M | +35.2% | +75.7% | -40.5% | +22.8% |
| YTD | +35.9% | +55.7% | -19.8% | +25.4% |
| 1Y | +42.5% | +181.1% | -138.6% | +18.8% |
| 3Y | -4.5% | +371.6% | -376.1% | -29.5% |
| 5Y | -27.1% | +23.2% | -50.3% | -40.0% |
| All | +115.1% | +473.1% | -358.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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