+26.2%
MAR vs JHX
+56.2%
-30.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.4% |
| 7D | -4.2% | +1.5% | -5.7% | -4.5% |
| 30D | -6.7% | +7.2% | -13.8% | -8.1% |
| 3M | -12.5% | +29.9% | -42.4% | -18.1% |
| 6M | +0.6% | +35.4% | -34.8% | -8.5% |
| YTD | +9.1% | +46.5% | -37.3% | -1.2% |
| 1Y | +26.2% | +55.5% | -29.3% | +14.4% |
| All | +26.2% | +56.2% | -30.0% | +14.4% |
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