+47.4%
JHX vs TRMB
-31.2%
+78.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -17.3% | +25.6% | +11.9% |
| 7D | +13.3% | -15.7% | +29.0% | +16.2% |
| 30D | +17.1% | -7.8% | +24.9% | +15.9% |
| 3M | +4.1% | -9.3% | +13.4% | +3.6% |
| 6M | +48.5% | -20.8% | +69.3% | +52.8% |
| YTD | +42.3% | -30.8% | +73.0% | +51.2% |
| 1Y | +47.4% | -31.0% | +78.4% | +56.8% |
| All | +47.4% | -31.2% | +78.6% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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