+101.6%
JHX vs M
-3.0%
+104.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -0.6% |
| 7D | -6.3% | -4.2% | -2.1% | -5.5% |
| 30D | -7.7% | -7.2% | -0.6% | -6.4% |
| 3M | +19.2% | -11.1% | +30.3% | +21.8% |
| 6M | +38.3% | +28.8% | +9.5% | +31.3% |
| YTD | +37.2% | +2.0% | +35.2% | +36.0% |
| 1Y | +42.3% | +31.3% | +11.0% | +33.6% |
| 3Y | -4.4% | +119.1% | -123.5% | -22.4% |
| 5Y | -26.4% | +29.7% | -56.0% | -36.9% |
| All | +101.6% | -3.0% | +104.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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