-27.2%
JHX vs TECH
-43.3%
+16.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 6M | +38.3% | +34.9% | +3.4% | +20.6% |
| YTD | +37.2% | +23.2% | +14.0% | +23.3% |
| 1Y | +42.3% | +36.3% | +6.0% | +21.7% |
| 3Y | -4.4% | +2.3% | -6.7% | -11.8% |
| All | -27.2% | -43.3% | +16.1% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling