+2,322.2%
MSCI vs JHX
+685.6%
+1,636.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.0% | -3.3% |
| 7D | -2.1% | +4.5% | -6.6% | -3.3% |
| 30D | -1.7% | -1.2% | -0.5% | -1.5% |
| 3M | -8.2% | +32.8% | -41.0% | -16.1% |
| 6M | -2.4% | +41.2% | -43.6% | -13.4% |
| YTD | -2.8% | +43.9% | -46.7% | -14.7% |
| 1Y | -2.7% | +48.0% | -50.7% | -15.9% |
| 3Y | +7.3% | +1.2% | +6.1% | -5.1% |
| 5Y | -11.4% | -22.6% | +11.2% | -16.7% |
| 10Y | +605.8% | +111.5% | +494.4% | +353.7% |
| All | +2,322.2% | +685.6% | +1,636.5% | +772.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling