-7.9%
JHX vs ZYBT
-58.9%
+51.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | -6.3% | -3.7% | -2.6% | -6.3% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | +19.2% | +72.2% | -53.1% | +23.0% |
| 6M | +38.3% | +103.1% | -64.9% | +43.9% |
| YTD | +37.2% | +34.8% | +2.4% | +41.6% |
| 1Y | +42.3% | -83.2% | +125.4% | +40.4% |
| All | -7.9% | -58.9% | +51.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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