+2,243.5%
JHX vs PHM
+1,642.2%
+601.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -6.3% | -5.0% | -1.3% | -5.0% |
| 30D | -7.7% | -8.4% | +0.7% | -5.5% |
| 3M | +19.2% | -4.4% | +23.6% | +20.8% |
| 6M | +38.3% | -3.7% | +42.0% | +40.6% |
| YTD | +37.2% | +1.3% | +35.9% | +37.8% |
| 1Y | +42.3% | -14.0% | +56.3% | +48.7% |
| 3Y | -4.4% | +48.1% | -52.5% | -13.0% |
| 5Y | -26.4% | +158.8% | -185.2% | -42.0% |
| 10Y | +106.3% | +562.8% | -456.5% | +28.7% |
| All | +2,243.5% | +1,642.2% | +601.3% | +1,275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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