-31.4%
JHX vs HAS
+48.2%
-79.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | +13.1% | +26.3% | -13.2% | +3.1% |
| 3M | -10.0% | +25.6% | -35.6% | -17.8% |
| 6M | +38.9% | +30.3% | +8.7% | +23.6% |
| YTD | +34.0% | +50.4% | -16.4% | +12.2% |
| 1Y | +66.0% | +57.7% | +8.3% | +36.3% |
| 3Y | -6.2% | +213.4% | -219.6% | -44.5% |
| All | -31.4% | +48.2% | -79.6% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling