-4.4%
JHX vs S
+15.4%
-19.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -6.3% | -0.7% | -5.7% | -6.2% |
| 30D | -7.7% | -11.4% | +3.7% | -6.2% |
| 3M | +19.2% | +33.8% | -14.6% | +12.8% |
| 6M | +38.3% | +39.5% | -1.2% | +28.5% |
| YTD | +37.2% | +31.7% | +5.5% | +28.3% |
| 1Y | +42.3% | +7.0% | +35.3% | +38.1% |
| 3Y | -4.4% | +11.8% | -16.2% | -9.1% |
| All | -4.4% | +15.4% | -19.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling