+101.6%
JHX vs ITOT
+303.4%
-201.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | 0.0% |
| 7D | -6.3% | -0.9% | -5.4% | -5.2% |
| 30D | -7.7% | -1.5% | -6.3% | -6.0% |
| 3M | +19.2% | +3.6% | +15.6% | +14.5% |
| 6M | +38.3% | +13.7% | +24.6% | +19.9% |
| YTD | +37.2% | +12.9% | +24.3% | +20.1% |
| 1Y | +42.3% | +17.2% | +25.1% | +19.1% |
| 3Y | -4.4% | +75.6% | -80.0% | -50.4% |
| 5Y | -26.4% | +75.5% | -101.9% | -61.5% |
| All | +101.6% | +303.4% | -201.8% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling