-2.0%
JHX vs OSCR
-9.0%
+6.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -6.3% | +1.6% | -7.9% | -6.5% |
| 30D | -7.7% | +10.7% | -18.4% | -8.7% |
| 3M | +19.2% | +13.4% | +5.8% | +17.1% |
| 6M | +38.3% | +144.6% | -106.3% | +24.5% |
| YTD | +37.2% | +128.0% | -90.8% | +24.2% |
| 1Y | +42.3% | +68.7% | -26.4% | +31.5% |
| 3Y | -4.4% | +398.8% | -403.2% | -25.2% |
| 5Y | -26.4% | +87.3% | -113.6% | -43.3% |
| All | -2.0% | -9.0% | +6.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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