+141.9%
JHX vs PR
+169.5%
-27.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | +1.5% | +2.9% | -1.4% | +1.3% |
| 30D | +7.2% | +18.0% | -10.9% | +5.6% |
| 3M | +29.9% | +16.9% | +13.1% | +27.8% |
| 6M | +35.4% | +28.2% | +7.2% | +31.6% |
| YTD | +46.5% | +69.3% | -22.9% | +38.6% |
| 1Y | +55.5% | +69.5% | -14.0% | +46.9% |
| 3Y | -0.4% | +81.7% | -82.1% | -7.4% |
| 5Y | -23.3% | +422.2% | -445.6% | -35.5% |
| 10Y | +111.1% | +110.4% | +0.8% | +86.1% |
| All | +141.9% | +169.5% | -27.6% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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