+85.3%
JHX vs REPL
-19.2%
+104.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.1% |
| 7D | -6.3% | -14.1% | +7.8% | -5.8% |
| 30D | -7.7% | -15.2% | +7.5% | -7.2% |
| 3M | +19.2% | +49.9% | -30.7% | +14.7% |
| 6M | +38.3% | +63.5% | -25.3% | +26.8% |
| YTD | +37.2% | +32.9% | +4.3% | +26.9% |
| 1Y | +42.3% | +115.0% | -72.7% | +24.1% |
| 3Y | -4.4% | -34.7% | +30.3% | -20.9% |
| 5Y | -26.4% | -59.7% | +33.3% | -37.5% |
| All | +85.3% | -19.2% | +104.6% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling