-27.2%
JHX vs HRB
+114.1%
-141.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.3% | -8.0% | +1.7% | -5.2% |
| 30D | -7.7% | -16.0% | +8.2% | -5.4% |
| 3M | +19.2% | +26.9% | -7.7% | +14.4% |
| 6M | +38.3% | +51.1% | -12.9% | +28.0% |
| YTD | +37.2% | +7.1% | +30.2% | +37.0% |
| 1Y | +42.3% | -9.6% | +51.9% | +47.7% |
| 3Y | -4.4% | +25.4% | -29.8% | -9.9% |
| All | -27.2% | +114.1% | -141.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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