+101.6%
JHX vs ZBRA
+435.2%
-333.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.3% |
| 7D | -6.3% | -3.4% | -2.9% | -5.1% |
| 30D | -7.7% | -7.4% | -0.3% | -5.1% |
| 3M | +19.2% | +57.5% | -38.3% | -1.2% |
| 6M | +38.3% | +64.0% | -25.7% | +12.4% |
| YTD | +37.2% | +44.3% | -7.1% | +16.2% |
| 1Y | +42.3% | +10.9% | +31.4% | +32.1% |
| 3Y | -4.4% | +37.5% | -41.9% | -21.0% |
| 5Y | -26.4% | -39.7% | +13.3% | -21.3% |
| All | +101.6% | +435.2% | -333.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling