-9.8%
JHX vs PL
+84.9%
-94.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.7% |
| 7D | +1.5% | -9.3% | +10.8% | +2.7% |
| 30D | +7.2% | -18.9% | +26.1% | +9.8% |
| 3M | +29.9% | -58.4% | +88.3% | +43.0% |
| 6M | +35.4% | -30.3% | +65.7% | +37.2% |
| YTD | +46.5% | -8.1% | +54.6% | +41.7% |
| 1Y | +55.5% | +180.5% | -125.0% | +25.1% |
| 3Y | -0.4% | +444.1% | -444.6% | -34.4% |
| 5Y | -23.3% | +83.0% | -106.3% | -46.9% |
| All | -9.8% | +84.9% | -94.7% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling