+2,220.4%
JHX vs WY
+180.2%
+2,040.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.2% |
| 7D | -4.9% | -3.7% | -1.2% | -3.2% |
| 30D | -9.3% | -11.3% | +2.0% | -4.0% |
| 3M | +28.1% | -8.1% | +36.2% | +33.1% |
| 6M | +35.2% | -7.4% | +42.6% | +40.5% |
| YTD | +35.9% | -4.7% | +40.6% | +39.2% |
| 1Y | +42.5% | -9.2% | +51.7% | +48.9% |
| 3Y | -4.5% | -24.7% | +20.2% | +8.2% |
| 5Y | -27.1% | -21.6% | -5.5% | -19.3% |
| 10Y | +104.2% | +6.7% | +97.6% | +85.7% |
| All | +2,220.4% | +180.2% | +2,040.3% | +1,494.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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