-10.9%
MSCI vs JHX
-27.7%
+16.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.7% |
| 7D | -4.7% | -4.9% | +0.2% | -3.8% |
| 30D | -2.2% | -9.3% | +7.1% | -0.3% |
| 3M | -9.7% | +28.1% | -37.8% | -14.8% |
| 6M | +0.3% | +35.2% | -34.9% | -7.2% |
| YTD | -3.5% | +35.9% | -39.3% | -11.3% |
| 1Y | -1.4% | +42.5% | -43.9% | -10.8% |
| 3Y | +6.6% | -4.5% | +11.0% | -4.6% |
| 5Y | -10.9% | -27.1% | +16.2% | -13.1% |
| All | -10.9% | -27.7% | +16.8% | -13.1% |
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