+81.0%
JHX vs REPL
+36.8%
+44.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | +13.1% | +92.2% | -79.1% | +10.0% |
| 3M | -10.0% | +44.1% | -54.1% | -11.6% |
| 6M | +38.9% | +313.0% | -274.1% | +26.0% |
| YTD | +34.0% | +125.2% | -91.2% | +21.1% |
| 1Y | +66.0% | +143.8% | -77.8% | +49.2% |
| 3Y | -6.2% | +104.2% | -110.4% | -30.0% |
| 5Y | -31.6% | -34.5% | +3.0% | -42.9% |
| All | +81.0% | +36.8% | +44.2% | +15.8% |
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