-4.4%
JHX vs TENB
-34.6%
+30.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +2.0% |
| 7D | -6.3% | -12.1% | +5.8% | -4.3% |
| 30D | -7.7% | -18.6% | +10.9% | -4.8% |
| 3M | +19.2% | +12.1% | +7.1% | +15.3% |
| 6M | +38.3% | +46.8% | -8.5% | +25.6% |
| YTD | +37.2% | +28.0% | +9.2% | +28.3% |
| 1Y | +42.3% | -1.4% | +43.7% | +43.7% |
| 3Y | -4.4% | -33.9% | +29.5% | +7.4% |
| All | -4.4% | -34.6% | +30.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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