+149.4%
MAR vs JHX
-27.7%
+177.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -0.5% | -6.3% | +5.8% | +1.0% |
| 30D | -5.4% | -7.7% | +2.3% | -3.7% |
| 3M | -15.5% | +19.2% | -34.7% | -19.6% |
| 6M | +3.0% | +38.3% | -35.3% | -6.2% |
| YTD | +8.5% | +37.2% | -28.7% | -1.1% |
| 1Y | +26.0% | +42.3% | -16.3% | +13.0% |
| 3Y | +68.6% | -4.4% | +73.0% | +54.2% |
| All | +149.4% | -27.7% | +177.1% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling