-23.6%
JHX vs PL
+37.0%
-60.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +14.5% | -7.0% | +5.7% |
| 7D | +7.7% | +10.9% | -3.2% | +6.0% |
| 30D | +19.2% | -16.4% | +35.5% | +21.3% |
| 3M | -1.0% | -39.9% | +39.0% | +4.6% |
| 6M | +42.7% | -63.2% | +105.9% | +58.1% |
| YTD | +44.3% | -27.1% | +71.4% | +42.8% |
| 1Y | +72.2% | +12.2% | +60.0% | +58.8% |
| 3Y | +1.1% | +584.3% | -583.2% | -36.0% |
| 5Y | -23.6% | +37.0% | -60.5% | -44.9% |
| All | -23.6% | +37.0% | -60.5% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling