+88.4%
JHX vs TENB
-3.6%
+92.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.3% |
| 7D | -4.9% | -7.1% | +2.3% | -3.2% |
| 30D | -9.3% | -15.4% | +6.1% | -6.2% |
| 3M | +28.1% | +19.5% | +8.6% | +20.9% |
| 6M | +35.2% | +54.8% | -19.6% | +17.9% |
| YTD | +35.9% | +36.1% | -0.3% | +21.5% |
| 1Y | +42.5% | +7.0% | +35.5% | +35.7% |
| 3Y | -4.5% | -27.6% | +23.1% | -1.4% |
| 5Y | -27.1% | -30.5% | +3.4% | -28.2% |
| All | +88.4% | -3.6% | +92.0% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling