+59.6%
JHX vs HBM
+46.7%
+12.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +7.3% |
| 7D | +13.3% | -5.8% | +19.1% | +15.0% |
| 30D | +17.1% | -18.5% | +35.6% | +23.5% |
| 3M | +4.1% | -10.3% | +14.4% | +6.2% |
| 6M | +48.5% | +2.1% | +46.4% | +41.1% |
| YTD | +42.3% | +12.0% | +30.2% | +34.7% |
| All | +59.6% | +46.7% | +12.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling