+2,401.5%
JHX vs THC
+63.9%
+2,337.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +7.2% | +1.3% | +5.9% | +6.9% |
| 3M | +29.9% | +64.2% | -34.3% | +20.1% |
| 6M | +35.4% | +8.3% | +27.1% | +33.0% |
| YTD | +46.5% | +33.4% | +13.1% | +39.2% |
| 1Y | +55.5% | +37.7% | +17.9% | +46.7% |
| 3Y | -0.4% | +236.8% | -237.2% | -19.6% |
| 5Y | -23.3% | +249.3% | -272.6% | -39.9% |
| 10Y | +111.1% | +995.2% | -884.1% | +26.2% |
| All | +2,401.5% | +63.9% | +2,337.7% | +1,104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling