+99.6%
JHX vs P
+684.8%
-585.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.6% | -1.8% |
| 7D | -4.9% | -4.1% | -0.7% | -3.9% |
| 30D | -9.3% | -14.0% | +4.7% | -6.5% |
| 3M | +28.1% | +41.4% | -13.4% | +16.8% |
| 6M | +35.2% | +54.2% | -19.0% | +19.1% |
| YTD | +35.9% | +40.4% | -4.6% | +21.3% |
| 1Y | +42.5% | +16.0% | +26.6% | +30.2% |
| 3Y | -4.5% | +140.7% | -145.1% | -32.5% |
| 5Y | -27.1% | +256.3% | -283.4% | -55.0% |
| All | +99.6% | +684.8% | -585.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling