-27.2%
JHX vs Z
-64.7%
+37.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | 0.0% |
| 7D | -6.3% | -6.0% | -0.3% | -4.9% |
| 30D | -7.7% | -2.3% | -5.5% | -7.5% |
| 3M | +19.2% | -0.6% | +19.8% | +18.6% |
| 6M | +38.3% | -27.6% | +65.9% | +48.6% |
| YTD | +37.2% | -52.4% | +89.6% | +61.9% |
| 1Y | +42.3% | -63.6% | +105.9% | +79.0% |
| 3Y | -4.4% | -36.4% | +32.0% | +1.7% |
| All | -27.2% | -64.7% | +37.5% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling