+828.5%
JHX vs POET
-20.5%
+849.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.8% |
| 7D | -6.3% | +0.4% | -6.7% | -6.3% |
| 30D | -7.7% | -10.4% | +2.6% | -7.4% |
| 3M | +19.2% | -29.3% | +48.5% | +20.2% |
| 6M | +38.3% | +6.9% | +31.4% | +34.9% |
| YTD | +37.2% | +25.6% | +11.6% | +32.7% |
| 1Y | +42.3% | +49.2% | -6.9% | +36.2% |
| 3Y | -4.4% | +128.4% | -132.8% | -13.0% |
| 5Y | -26.4% | -4.2% | -22.2% | -32.1% |
| 10Y | +106.3% | +30.3% | +75.9% | +80.8% |
| All | +828.5% | -20.5% | +849.0% | +662.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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