+42.3%
JHX vs ITOT
+17.8%
+24.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | -0.5% |
| 7D | -6.3% | -0.9% | -5.4% | -4.8% |
| 30D | -7.7% | -1.5% | -6.3% | -5.3% |
| 3M | +19.2% | +3.6% | +15.6% | +12.6% |
| 6M | +38.3% | +13.7% | +24.6% | +12.5% |
| YTD | +37.2% | +12.9% | +24.3% | +12.7% |
| 1Y | +42.3% | +17.2% | +25.1% | +15.1% |
| All | +42.3% | +17.8% | +24.4% | +15.1% |
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