+47.4%
JHX vs OMC
+24.5%
+22.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +6.9% |
| 7D | +13.3% | +12.5% | +0.8% | +10.0% |
| 30D | +17.1% | +16.3% | +0.9% | +12.9% |
| 3M | +4.1% | +8.1% | -4.0% | +2.0% |
| 6M | +48.5% | +17.2% | +31.3% | +43.3% |
| YTD | +42.3% | +11.8% | +30.5% | +41.5% |
| 1Y | +47.4% | +23.9% | +23.4% | +40.0% |
| All | +47.4% | +24.5% | +22.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling