-2.9%
JHX vs TAP
-33.0%
+30.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +1.6% | -5.1% | +6.7% | +3.4% |
| 30D | -5.0% | -8.4% | +3.5% | -2.2% |
| 3M | +24.5% | -3.9% | +28.4% | +25.8% |
| 6M | +34.9% | -14.4% | +49.3% | +41.6% |
| YTD | +39.3% | -14.7% | +54.1% | +46.4% |
| 1Y | +48.6% | -18.7% | +67.2% | +58.8% |
| All | -2.9% | -33.0% | +30.1% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling