-4.4%
JHX vs TECH
+1.2%
-5.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | +19.2% | +33.7% | -14.5% | +8.0% |
| 6M | +38.3% | +34.9% | +3.4% | +22.8% |
| YTD | +37.2% | +23.2% | +14.0% | +25.1% |
| 1Y | +42.3% | +36.3% | +6.0% | +24.2% |
| 3Y | -4.4% | +2.3% | -6.7% | -3.5% |
| All | -4.4% | +1.2% | -5.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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