-21.1%
LOW vs JHX
+56.2%
-77.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.4% |
| 7D | -1.7% | +1.5% | -3.3% | -2.2% |
| 30D | -7.0% | +7.2% | -14.2% | -9.2% |
| 3M | -0.9% | +29.9% | -30.8% | -9.1% |
| 6M | -20.1% | +35.4% | -55.4% | -28.5% |
| YTD | -13.9% | +46.5% | -60.4% | -24.0% |
| 1Y | -21.1% | +55.5% | -76.7% | -30.6% |
| All | -21.1% | +56.2% | -77.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling