+42.3%
JHX vs Z
-62.2%
+104.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.3% |
| 7D | -6.3% | -6.0% | -0.3% | -5.3% |
| 30D | -7.7% | -2.3% | -5.5% | -7.5% |
| 3M | +19.2% | -0.6% | +19.8% | +19.0% |
| 6M | +38.3% | -27.6% | +65.9% | +44.8% |
| YTD | +37.2% | -52.4% | +89.6% | +49.2% |
| 1Y | +42.3% | -63.6% | +105.9% | +49.1% |
| All | +42.3% | -62.2% | +104.5% | +49.1% |
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