+97.8%
JHX vs REPL
-6.0%
+103.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | +1.5% | -3.0% | +4.5% | +1.6% |
| 30D | +7.2% | +27.1% | -20.0% | +5.9% |
| 3M | +29.9% | +52.4% | -22.5% | +25.1% |
| 6M | +35.4% | +107.4% | -72.1% | +22.7% |
| YTD | +46.5% | +54.7% | -8.3% | +34.7% |
| 1Y | +55.5% | +158.9% | -103.3% | +34.5% |
| 3Y | -0.4% | -23.7% | +23.3% | -18.1% |
| 5Y | -23.3% | -54.3% | +31.0% | -35.1% |
| All | +97.8% | -6.0% | +103.8% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling