+2,401.5%
JHX vs M
+188.6%
+2,213.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.0% |
| 7D | +1.5% | +4.7% | -3.2% | +0.5% |
| 30D | +7.2% | -9.6% | +16.8% | +9.6% |
| 3M | +29.9% | +0.9% | +29.1% | +29.5% |
| 6M | +35.4% | +22.3% | +13.1% | +29.1% |
| YTD | +46.5% | +6.5% | +39.9% | +43.6% |
| 1Y | +55.5% | +38.8% | +16.8% | +42.7% |
| 3Y | -0.4% | +115.9% | -116.3% | -21.7% |
| 5Y | -23.3% | +28.6% | -51.9% | -36.3% |
| 10Y | +111.1% | -2.5% | +113.7% | +53.6% |
| All | +2,401.5% | +188.6% | +2,213.0% | +1,197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling