+2,243.5%
JHX vs IT
+1,895.4%
+348.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | -0.6% |
| 7D | -6.3% | -3.7% | -2.7% | -5.4% |
| 30D | -7.7% | +0.1% | -7.8% | -8.0% |
| 3M | +19.2% | +20.7% | -1.5% | +10.3% |
| 6M | +38.3% | +12.0% | +26.3% | +29.3% |
| YTD | +37.2% | -28.8% | +66.0% | +45.7% |
| 1Y | +42.3% | -25.5% | +67.8% | +47.8% |
| 3Y | -4.4% | -48.8% | +44.4% | +9.5% |
| 5Y | -26.4% | -42.7% | +16.4% | -19.3% |
| 10Y | +106.3% | +102.5% | +3.7% | +51.2% |
| All | +2,243.5% | +1,895.4% | +348.0% | +1,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling