+47.4%
JHX vs IT
-17.9%
+65.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +8.2% |
| 7D | +13.3% | -5.5% | +18.7% | +13.7% |
| 30D | +17.1% | +10.3% | +6.8% | +16.6% |
| 3M | +4.1% | +11.5% | -7.4% | +3.5% |
| 6M | +48.5% | +40.3% | +8.2% | +46.1% |
| YTD | +42.3% | -17.9% | +60.1% | +44.4% |
| 1Y | +47.4% | -8.8% | +56.2% | +46.8% |
| All | +47.4% | -17.9% | +65.3% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling