+34.9%
JHX vs HDB
-23.7%
+58.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.1% |
| 7D | +1.6% | -4.9% | +6.4% | +4.7% |
| 30D | -5.0% | -5.8% | +0.8% | -1.6% |
| 3M | +24.5% | -5.2% | +29.6% | +25.2% |
| 6M | +34.9% | -25.7% | +60.6% | +59.8% |
| All | +34.9% | -23.7% | +58.6% | +59.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling