+2,364.5%
JHX vs IP
+159.5%
+2,205.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +6.4% |
| 7D | +7.7% | -3.0% | +10.7% | +9.0% |
| 30D | +19.2% | +10.6% | +8.6% | +14.7% |
| 3M | -1.0% | -13.6% | +12.6% | +4.8% |
| 6M | +42.7% | +10.4% | +32.3% | +37.3% |
| YTD | +44.3% | -6.5% | +50.8% | +46.7% |
| 1Y | +72.2% | -2.1% | +74.3% | +71.9% |
| 3Y | +1.1% | +22.0% | -20.9% | -10.5% |
| 5Y | -23.6% | -9.7% | -13.8% | -24.9% |
| 10Y | +134.6% | +26.8% | +107.7% | +95.4% |
| All | +2,364.5% | +159.5% | +2,205.0% | +1,374.4% |
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