+4,942.4%
ON vs JHX
+2,243.5%
+2,698.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +8.1% |
| 7D | +2.4% | -6.3% | +8.7% | +4.9% |
| 30D | -8.6% | -7.7% | -0.9% | -5.9% |
| 3M | -34.3% | +19.2% | -53.5% | -39.0% |
| 6M | +28.5% | +38.3% | -9.7% | +12.2% |
| YTD | +40.6% | +37.2% | +3.4% | +23.0% |
| 1Y | +55.3% | +42.3% | +13.0% | +32.3% |
| 3Y | -22.2% | -4.4% | -17.8% | -29.2% |
| 5Y | +62.4% | -26.4% | +88.8% | +60.8% |
| 10Y | +642.1% | +106.3% | +535.9% | +397.7% |
| All | +4,942.4% | +2,243.5% | +2,698.9% | +1,835.2% |
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