+54.9%
JHX vs TRI
-16.8%
+71.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.0% |
| 7D | +6.4% | +1.5% | +4.9% | +6.2% |
| 30D | +12.3% | +20.4% | -8.1% | +11.4% |
| 3M | +1.1% | +20.6% | -19.5% | +0.4% |
| 6M | +42.2% | +25.5% | +16.8% | +41.4% |
| YTD | +38.1% | -7.1% | +45.2% | +59.7% |
| 1Y | +54.9% | -14.7% | +69.6% | +91.0% |
| All | +54.9% | -16.8% | +71.7% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling