+2,357.9%
JHX vs TAP
+203.5%
+2,154.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.4% |
| 7D | +4.5% | -2.3% | +6.8% | +5.3% |
| 30D | -1.2% | -9.4% | +8.2% | +2.0% |
| 3M | +32.8% | -0.8% | +33.6% | +32.7% |
| 6M | +41.2% | -14.7% | +55.9% | +48.1% |
| YTD | +43.9% | -13.9% | +57.8% | +50.3% |
| 1Y | +48.0% | -18.6% | +66.7% | +57.0% |
| 3Y | +1.2% | -32.0% | +33.2% | +12.8% |
| 5Y | -22.6% | -1.0% | -21.6% | -24.7% |
| 10Y | +111.5% | -51.4% | +162.8% | +140.1% |
| All | +2,357.9% | +203.5% | +2,154.4% | +1,926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling