+99.6%
JHX vs HAS
+59.3%
+40.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.0% |
| 7D | -4.9% | -3.1% | -1.8% | -3.8% |
| 30D | -9.3% | -6.4% | -2.9% | -7.1% |
| 3M | +28.1% | +10.4% | +17.7% | +23.1% |
| 6M | +35.2% | -3.7% | +38.9% | +35.7% |
| YTD | +35.9% | +12.5% | +23.4% | +28.5% |
| 1Y | +42.5% | +19.8% | +22.7% | +31.3% |
| 3Y | -4.5% | +46.0% | -50.4% | -20.7% |
| 5Y | -27.1% | +12.5% | -39.6% | -34.3% |
| All | +99.6% | +59.3% | +40.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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