+2,357.9%
JHX vs HDB
+3,449.2%
-1,091.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.7% |
| 7D | +4.5% | -2.0% | +6.6% | +5.3% |
| 30D | -1.2% | -4.9% | +3.6% | +0.4% |
| 3M | +32.8% | -2.3% | +35.1% | +33.5% |
| 6M | +41.2% | -23.7% | +64.9% | +54.6% |
| YTD | +43.9% | -38.5% | +82.4% | +69.1% |
| 1Y | +48.0% | -36.5% | +84.5% | +71.9% |
| 3Y | +1.2% | -28.5% | +29.6% | +11.1% |
| 5Y | -22.6% | -37.4% | +14.8% | -12.7% |
| 10Y | +111.5% | +34.0% | +77.4% | +78.1% |
| All | +2,357.9% | +3,449.2% | -1,091.3% | +790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling