-27.2%
JHX vs JBL
+409.3%
-436.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.1% | -0.9% |
| 7D | -6.3% | +2.4% | -8.7% | -7.2% |
| 30D | -7.7% | -13.1% | +5.4% | -3.0% |
| 3M | +19.2% | -15.6% | +34.8% | +25.6% |
| 6M | +38.3% | +24.6% | +13.7% | +25.1% |
| YTD | +37.2% | +39.6% | -2.4% | +18.3% |
| 1Y | +42.3% | +48.6% | -6.3% | +18.4% |
| 3Y | -4.4% | +197.3% | -201.7% | -44.7% |
| All | -27.2% | +409.3% | -436.5% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling