+2,220.4%
JHX vs ZBH
+266.8%
+1,953.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.6% |
| 7D | -4.9% | -6.6% | +1.7% | -2.3% |
| 30D | -9.3% | -4.9% | -4.4% | -7.5% |
| 3M | +28.1% | +5.1% | +23.0% | +25.2% |
| 6M | +35.2% | +1.3% | +33.9% | +33.5% |
| YTD | +35.9% | +3.4% | +32.5% | +33.1% |
| 1Y | +42.5% | -8.7% | +51.2% | +46.1% |
| 3Y | -4.5% | -21.2% | +16.7% | +2.1% |
| 5Y | -27.1% | -29.2% | +2.1% | -19.6% |
| 10Y | +104.2% | -17.5% | +121.7% | +106.6% |
| All | +2,220.4% | +266.8% | +1,953.6% | +1,665.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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