-14.2%
JHX vs PL
+75.7%
-90.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.8% |
| 7D | +1.6% | -13.9% | +15.4% | +3.4% |
| 30D | -5.0% | -25.5% | +20.5% | -1.6% |
| 3M | +24.5% | -44.8% | +69.2% | +32.8% |
| 6M | +34.9% | -33.3% | +68.2% | +37.5% |
| YTD | +39.3% | -12.7% | +52.0% | +35.7% |
| 1Y | +48.6% | +90.9% | -42.3% | +27.9% |
| 3Y | -2.0% | +528.5% | -530.5% | -36.8% |
| 5Y | -24.4% | +72.7% | -97.1% | -47.2% |
| All | -14.2% | +75.7% | -90.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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