+55.5%
JHX vs Z
-58.8%
+114.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.0% |
| 7D | +1.5% | -3.0% | +4.5% | +2.1% |
| 30D | +7.2% | -4.2% | +11.3% | +7.8% |
| 3M | +29.9% | -3.7% | +33.6% | +30.4% |
| 6M | +35.4% | -24.5% | +59.9% | +40.8% |
| YTD | +46.5% | -49.3% | +95.8% | +59.7% |
| 1Y | +55.5% | -58.7% | +114.2% | +70.7% |
| All | +55.5% | -58.8% | +114.3% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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