+2,243.5%
JHX vs HIG
+327.9%
+1,915.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.3% | -1.5% | -4.9% | -6.0% |
| 30D | -7.7% | -0.4% | -7.4% | -7.7% |
| 3M | +19.2% | +6.7% | +12.5% | +17.3% |
| 6M | +38.3% | +2.0% | +36.3% | +37.3% |
| YTD | +37.2% | +0.3% | +36.9% | +36.7% |
| 1Y | +42.3% | +4.2% | +38.1% | +40.5% |
| 3Y | -4.4% | +102.2% | -106.6% | -18.4% |
| 5Y | -26.4% | +118.5% | -144.9% | -38.2% |
| 10Y | +106.3% | +311.1% | -204.9% | +50.0% |
| All | +2,243.5% | +327.9% | +1,915.6% | +1,295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling