+101.6%
JHX vs TAP
-49.9%
+151.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | -6.3% | -3.9% | -2.4% | -4.9% |
| 30D | -7.7% | -5.3% | -2.5% | -5.9% |
| 3M | +19.2% | -3.8% | +22.9% | +20.5% |
| 6M | +38.3% | -11.4% | +49.6% | +43.9% |
| YTD | +37.2% | -13.7% | +50.9% | +44.1% |
| 1Y | +42.3% | -17.2% | +59.5% | +51.3% |
| 3Y | -4.4% | -33.1% | +28.7% | +9.1% |
| 5Y | -26.4% | +0.8% | -27.2% | -29.7% |
| All | +101.6% | -49.9% | +151.5% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling