+137.8%
JHX vs Z
+16.2%
+121.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +1.6% | -7.1% | +8.6% | +3.2% |
| 30D | -5.0% | -4.8% | -0.2% | -4.2% |
| 3M | +24.5% | -9.3% | +33.8% | +26.4% |
| 6M | +34.9% | -29.0% | +63.9% | +44.2% |
| YTD | +39.3% | -52.9% | +92.2% | +61.2% |
| 1Y | +48.6% | -63.1% | +111.7% | +80.5% |
| 3Y | -2.0% | -36.9% | +34.8% | +3.6% |
| 5Y | -24.4% | -65.5% | +41.1% | -15.9% |
| 10Y | +109.4% | -3.9% | +113.3% | +73.2% |
| All | +137.8% | +16.2% | +121.6% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling