+141.2%
JHX vs TRU
+225.6%
-84.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -4.9% | -9.4% | +4.5% | -0.7% |
| 30D | -9.3% | -4.1% | -5.2% | -7.8% |
| 3M | +28.1% | +13.6% | +14.5% | +19.8% |
| 6M | +35.2% | +3.6% | +31.6% | +31.5% |
| YTD | +35.9% | -9.8% | +45.7% | +38.8% |
| 1Y | +42.5% | -13.6% | +56.2% | +47.5% |
| 3Y | -4.5% | -2.0% | -2.5% | -12.5% |
| 5Y | -27.1% | -35.8% | +8.7% | -19.3% |
| 10Y | +104.2% | +142.9% | -38.7% | +36.1% |
| All | +141.2% | +225.6% | -84.3% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling