-4.4%
JHX vs TDY
+46.9%
-51.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.2% |
| 7D | -6.3% | -1.1% | -5.2% | -5.7% |
| 30D | -7.7% | -12.0% | +4.3% | -0.3% |
| 3M | +19.2% | -3.2% | +22.4% | +21.2% |
| 6M | +38.3% | -7.9% | +46.1% | +44.9% |
| YTD | +37.2% | +18.2% | +19.0% | +25.2% |
| 1Y | +42.3% | +6.7% | +35.6% | +36.7% |
| 3Y | -4.4% | +47.5% | -51.9% | -23.7% |
| All | -4.4% | +46.9% | -51.3% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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