-2.9%
JHX vs THC
+258.2%
-261.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.0% | -4.0% |
| 7D | +1.6% | +4.1% | -2.5% | +0.7% |
| 30D | -5.0% | +3.5% | -8.5% | -5.8% |
| 3M | +24.5% | +61.7% | -37.3% | +11.6% |
| 6M | +34.9% | +11.8% | +23.1% | +30.3% |
| YTD | +39.3% | +35.4% | +3.9% | +29.0% |
| 1Y | +48.6% | +37.0% | +11.5% | +36.7% |
| All | -2.9% | +258.2% | -261.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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