+872.9%
JHX vs MOH
+1,358.8%
-485.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -6.3% | +1.7% | -8.0% | -6.6% |
| 30D | -7.7% | -0.9% | -6.9% | -7.7% |
| 3M | +19.2% | +5.7% | +13.5% | +17.5% |
| 6M | +38.3% | +39.1% | -0.9% | +29.4% |
| YTD | +37.2% | +17.7% | +19.5% | +30.5% |
| 1Y | +42.3% | +8.4% | +33.9% | +36.4% |
| 3Y | -4.4% | -36.6% | +32.2% | -3.0% |
| 5Y | -26.4% | -19.1% | -7.3% | -29.3% |
| 10Y | +106.3% | +262.8% | -156.6% | +44.1% |
| All | +872.9% | +1,358.8% | -485.8% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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