-27.1%
JHX vs REPL
-58.5%
+31.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.9% | -2.4% |
| 7D | -4.9% | -13.4% | +8.5% | -4.6% |
| 30D | -9.3% | -3.0% | -6.3% | -9.3% |
| 3M | +28.1% | +56.3% | -28.2% | +26.1% |
| 6M | +35.2% | +60.9% | -25.7% | +30.7% |
| YTD | +35.9% | +36.2% | -0.4% | +31.7% |
| 1Y | +42.5% | +121.0% | -78.5% | +34.7% |
| 3Y | -4.5% | -32.8% | +28.4% | -11.8% |
| 5Y | -27.1% | -58.7% | +31.6% | -28.4% |
| All | -27.1% | -58.5% | +31.4% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling