+101.6%
JHX vs MKTX
+5.0%
+96.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -7.7% | +0.7% | -8.5% | -7.9% |
| 3M | +19.2% | +40.8% | -21.6% | +8.9% |
| 6M | +38.3% | -8.0% | +46.3% | +39.6% |
| YTD | +37.2% | -8.7% | +45.9% | +38.6% |
| 1Y | +42.3% | -11.8% | +54.1% | +44.6% |
| 3Y | -4.4% | -24.0% | +19.6% | -1.9% |
| 5Y | -26.4% | -60.3% | +33.9% | -11.8% |
| All | +101.6% | +5.0% | +96.6% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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