-27.1%
JHX vs THC
+254.2%
-281.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | -4.9% | 0.0% | -4.8% | -4.9% |
| 30D | -9.3% | +1.5% | -10.8% | -9.7% |
| 3M | +28.1% | +59.9% | -31.8% | +13.5% |
| 6M | +35.2% | +11.0% | +24.2% | +30.5% |
| YTD | +35.9% | +32.6% | +3.3% | +25.2% |
| 1Y | +42.5% | +37.4% | +5.1% | +29.6% |
| 3Y | -4.5% | +252.5% | -257.0% | -35.3% |
| 5Y | -27.1% | +262.3% | -289.4% | -53.5% |
| All | -27.1% | +254.2% | -281.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling