+2,220.4%
JHX vs OMC
+311.9%
+1,908.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.1% |
| 7D | -4.9% | -6.2% | +1.4% | -2.2% |
| 30D | -9.3% | -7.6% | -1.7% | -6.2% |
| 3M | +28.1% | +7.4% | +20.7% | +23.3% |
| 6M | +35.2% | +0.1% | +35.1% | +34.1% |
| YTD | +35.9% | +0.4% | +35.4% | +32.5% |
| 1Y | +42.5% | +7.8% | +34.8% | +33.9% |
| 3Y | -4.5% | +11.8% | -16.3% | -12.9% |
| 5Y | -27.1% | +32.5% | -59.6% | -39.5% |
| 10Y | +104.2% | +34.2% | +70.0% | +61.7% |
| All | +2,220.4% | +311.9% | +1,908.5% | +1,155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling