+2,243.5%
JHX vs TDY
+3,893.3%
-1,649.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | -6.3% | -1.1% | -5.2% | -5.9% |
| 30D | -7.7% | -12.0% | +4.3% | -3.0% |
| 3M | +19.2% | -3.2% | +22.4% | +20.6% |
| 6M | +38.3% | -7.9% | +46.1% | +43.1% |
| YTD | +37.2% | +18.2% | +19.0% | +28.7% |
| 1Y | +42.3% | +6.7% | +35.6% | +38.8% |
| 3Y | -4.4% | +47.5% | -51.9% | -18.2% |
| 5Y | -26.4% | +39.5% | -65.9% | -35.7% |
| 10Y | +106.3% | +477.2% | -370.9% | +13.1% |
| All | +2,243.5% | +3,893.3% | -1,649.8% | +942.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling