-27.2%
JHX vs MKTX
-60.5%
+33.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| 6M | +38.3% | -8.0% | +46.3% | +40.2% |
| YTD | +37.2% | -8.7% | +45.9% | +39.2% |
| 1Y | +42.3% | -11.8% | +54.1% | +45.3% |
| 3Y | -4.4% | -24.0% | +19.6% | -1.9% |
| All | -27.2% | -60.5% | +33.3% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling