+176.9%
JHX vs P
+485.4%
-308.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +1.5% | +6.5% | -5.0% | +0.2% |
| 30D | +7.2% | +18.8% | -11.7% | +2.6% |
| 3M | +29.9% | +26.7% | +3.2% | +21.8% |
| 6M | +35.4% | +62.2% | -26.8% | +18.6% |
| YTD | +46.5% | +48.5% | -2.0% | +29.9% |
| 1Y | +55.5% | +26.4% | +29.1% | +40.0% |
| 3Y | -0.4% | +159.4% | -159.8% | -29.4% |
| 5Y | -23.3% | +275.8% | -299.1% | -51.6% |
| 10Y | +111.1% | +732.0% | -620.9% | +5.5% |
| All | +176.9% | +485.4% | -308.4% | +37.3% |
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