-27.1%
JHX vs S
-70.4%
+43.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | -9.3% | -11.8% | +2.5% | -7.8% |
| 3M | +28.1% | +33.9% | -5.9% | +21.6% |
| 6M | +35.2% | +40.1% | -4.9% | +26.4% |
| YTD | +35.9% | +32.1% | +3.8% | +27.8% |
| 1Y | +42.5% | +11.0% | +31.5% | +37.4% |
| 3Y | -4.5% | +16.9% | -21.4% | -11.4% |
| 5Y | -27.1% | -68.9% | +41.8% | -27.0% |
| All | -27.1% | -70.4% | +43.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling