-27.1%
JHX vs TAP
-2.6%
-24.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -4.9% | -5.3% | +0.4% | -2.9% |
| 30D | -9.3% | -7.4% | -1.9% | -6.7% |
| 3M | +28.1% | -4.9% | +33.0% | +30.1% |
| 6M | +35.2% | -14.2% | +49.4% | +42.6% |
| YTD | +35.9% | -14.8% | +50.7% | +43.5% |
| 1Y | +42.5% | -18.1% | +60.6% | +52.5% |
| 3Y | -4.5% | -32.7% | +28.2% | +9.4% |
| 5Y | -27.1% | -0.5% | -26.6% | -30.8% |
| All | -27.1% | -2.6% | -24.5% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling