+16.0%
O vs JHX
-27.7%
+43.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -2.9% | -6.3% | +3.5% | -2.3% |
| 30D | -4.5% | -7.7% | +3.2% | -3.8% |
| 3M | -2.6% | +19.2% | -21.8% | -4.4% |
| 6M | -5.6% | +38.3% | -43.9% | -9.0% |
| YTD | +9.3% | +37.2% | -27.9% | +5.2% |
| 1Y | +4.3% | +42.3% | -38.0% | -0.2% |
| 3Y | +27.4% | -4.4% | +31.8% | +22.1% |
| All | +16.0% | -27.7% | +43.7% | +13.7% |
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