+1,662.7%
JHX vs HBM
+649.7%
+1,013.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +1.6% | +5.5% | -3.9% | +0.3% |
| 30D | -5.0% | +3.3% | -8.3% | -5.9% |
| 3M | +24.5% | +12.7% | +11.8% | +20.2% |
| 6M | +34.9% | +28.2% | +6.7% | +25.7% |
| YTD | +39.3% | +45.3% | -6.0% | +25.6% |
| 1Y | +48.6% | +121.7% | -73.1% | +21.0% |
| 3Y | -2.0% | +523.5% | -525.6% | -39.0% |
| 5Y | -24.4% | +393.9% | -418.3% | -53.1% |
| 10Y | +109.4% | +647.9% | -538.5% | -2.4% |
| All | +1,662.7% | +649.7% | +1,013.0% | +695.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling