+1,541.6%
O vs JHX
+2,220.4%
-678.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.4% |
| 7D | -3.5% | -4.9% | +1.3% | -2.6% |
| 30D | -3.3% | -9.3% | +6.0% | -1.5% |
| 3M | -2.8% | +28.1% | -30.9% | -8.1% |
| 6M | -5.8% | +35.2% | -41.0% | -12.5% |
| YTD | +9.4% | +35.9% | -26.5% | +1.1% |
| 1Y | +5.7% | +42.5% | -36.8% | -3.9% |
| 3Y | +27.2% | -4.5% | +31.7% | +18.3% |
| 5Y | +17.2% | -27.1% | +44.3% | +12.7% |
| 10Y | +53.9% | +104.2% | -50.3% | +12.0% |
| All | +1,541.6% | +2,220.4% | -678.8% | +590.3% |
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