+54.9%
JHX vs ITOT
+9.8%
+45.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | +4.4% |
| 7D | +6.4% | -4.8% | +11.2% | +15.1% |
| 30D | +12.3% | -5.9% | +18.1% | +24.0% |
| 3M | +1.1% | -4.9% | +6.0% | +9.7% |
| 6M | +42.2% | +1.4% | +40.8% | +37.3% |
| YTD | +38.1% | +8.4% | +29.8% | +18.1% |
| 1Y | +54.9% | +9.3% | +45.6% | +31.4% |
| All | +54.9% | +9.8% | +45.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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