-25.2%
JHX vs M
+19.2%
-44.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.3% |
| 7D | +1.6% | -4.1% | +5.6% | +2.5% |
| 30D | -5.0% | -13.6% | +8.6% | -1.9% |
| 3M | +24.5% | -2.3% | +26.7% | +25.0% |
| 6M | +34.9% | +21.9% | +13.0% | +29.4% |
| YTD | +39.3% | -0.6% | +39.9% | +38.8% |
| 1Y | +48.6% | +29.7% | +18.8% | +39.6% |
| 3Y | -2.0% | +107.3% | -109.3% | -21.0% |
| All | -25.2% | +19.2% | -44.5% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling