-27.2%
JHX vs HDB
-34.5%
+7.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.9% | -1.6% |
| 7D | -6.3% | +0.7% | -7.0% | -6.6% |
| 30D | -7.7% | +1.0% | -8.7% | -8.2% |
| 3M | +19.2% | -2.0% | +21.1% | +19.6% |
| 6M | +38.3% | -18.1% | +56.4% | +47.8% |
| YTD | +37.2% | -36.1% | +73.3% | +59.4% |
| 1Y | +42.3% | -34.0% | +76.3% | +63.3% |
| 3Y | -4.4% | -26.7% | +22.3% | +3.7% |
| All | -27.2% | -34.5% | +7.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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