-4.4%
JHX vs HIG
+101.1%
-105.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.3% | -1.5% | -4.9% | -5.9% |
| 30D | -7.7% | -0.4% | -7.4% | -7.7% |
| 3M | +19.2% | +6.7% | +12.5% | +15.8% |
| 6M | +38.3% | +2.0% | +36.3% | +36.6% |
| YTD | +37.2% | +0.3% | +36.9% | +36.3% |
| 1Y | +42.3% | +4.2% | +38.1% | +39.1% |
| 3Y | -4.4% | +102.2% | -106.6% | -24.4% |
| All | -4.4% | +101.1% | -105.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling