-4.4%
JHX vs TROW
+11.3%
-15.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.8% |
| 7D | -6.3% | -3.2% | -3.1% | -4.3% |
| 30D | -7.7% | -4.6% | -3.1% | -4.8% |
| 3M | +19.2% | -0.7% | +19.8% | +19.2% |
| 6M | +38.3% | +22.2% | +16.1% | +21.3% |
| YTD | +37.2% | +6.6% | +30.6% | +30.4% |
| 1Y | +42.3% | +5.8% | +36.5% | +35.5% |
| 3Y | -4.4% | +11.6% | -16.0% | -18.9% |
| All | -4.4% | +11.3% | -15.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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