-4.4%
JHX vs TRU
-1.3%
-3.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -6.3% | -2.7% | -3.6% | -5.5% |
| 30D | -7.7% | -2.0% | -5.7% | -7.3% |
| 3M | +19.2% | +18.4% | +0.7% | +12.1% |
| 6M | +38.3% | +8.9% | +29.4% | +33.3% |
| YTD | +37.2% | -8.9% | +46.1% | +39.0% |
| 1Y | +42.3% | -15.9% | +58.2% | +47.3% |
| 3Y | -4.4% | -1.1% | -3.3% | -0.8% |
| All | -4.4% | -1.3% | -3.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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