+151.1%
JHX vs P
+547.6%
-396.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.4% | -6.4% | -3.7% |
| 7D | -3.8% | +17.8% | -21.7% | -7.1% |
| 30D | +11.7% | -29.9% | +41.6% | +18.8% |
| 3M | -10.7% | -1.2% | -9.5% | -12.6% |
| 6M | +36.5% | +32.1% | +4.4% | +23.4% |
| YTD | +32.8% | +64.3% | -31.5% | +12.9% |
| 1Y | +62.5% | +24.3% | +38.2% | +44.6% |
| 3Y | -5.7% | +203.2% | -208.9% | -36.7% |
| 5Y | -32.2% | +290.4% | -322.6% | -58.3% |
| 10Y | +114.7% | +680.9% | -566.1% | +5.3% |
| All | +151.1% | +547.6% | -396.5% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling