+35.2%
JHX vs IT
+3.4%
+31.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -4.9% | -12.7% | +7.8% | -4.4% |
| 30D | -9.3% | -8.9% | -0.4% | -9.0% |
| 3M | +28.1% | +10.1% | +17.9% | +27.1% |
| 6M | +35.2% | +7.3% | +27.9% | +33.5% |
| All | +35.2% | +3.4% | +31.8% | +33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling