+31.5%
JHX vs Q
+78.4%
-46.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.7% |
| 7D | +1.6% | +6.6% | -5.0% | -0.4% |
| 30D | -5.0% | -6.6% | +1.6% | -3.3% |
| 3M | +24.5% | -13.2% | +37.7% | +27.2% |
| 6M | +34.9% | +9.9% | +25.0% | +24.8% |
| YTD | +39.3% | +53.9% | -14.6% | +21.0% |
| All | +31.5% | +78.4% | -46.9% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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