+55.5%
JHX vs OMC
+9.8%
+45.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.1% |
| 7D | +1.5% | -6.4% | +7.9% | +2.9% |
| 30D | +7.2% | +1.1% | +6.0% | +6.9% |
| 3M | +29.9% | +10.4% | +19.5% | +27.6% |
| 6M | +35.4% | -1.7% | +37.1% | +34.5% |
| YTD | +46.5% | +4.4% | +42.0% | +47.3% |
| 1Y | +55.5% | +8.4% | +47.1% | +52.0% |
| All | +55.5% | +9.8% | +45.8% | +52.0% |
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