+2,401.5%
JHX vs IP
+172.0%
+2,229.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.7% |
| 7D | +1.5% | -5.3% | +6.8% | +3.7% |
| 30D | +7.2% | -10.9% | +18.0% | +12.0% |
| 3M | +29.9% | +11.2% | +18.8% | +24.5% |
| 6M | +35.4% | -10.2% | +45.6% | +40.1% |
| YTD | +46.5% | -2.0% | +48.4% | +46.2% |
| 1Y | +55.5% | -19.1% | +74.6% | +66.0% |
| 3Y | -0.4% | +20.9% | -21.3% | -11.6% |
| 5Y | -23.3% | -17.8% | -5.5% | -22.1% |
| 10Y | +111.1% | +23.5% | +87.6% | +77.1% |
| All | +2,401.5% | +172.0% | +2,229.5% | +1,369.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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