-74.2%
OPEN vs JHX
+61.9%
-136.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | -11.4% | -6.3% | -5.1% | -7.5% |
| 30D | -20.1% | -7.7% | -12.3% | -15.5% |
| 3M | -37.6% | +19.2% | -56.8% | -44.7% |
| 6M | -47.1% | +38.3% | -85.3% | -58.7% |
| YTD | -52.1% | +37.2% | -89.3% | -62.4% |
| 1Y | -73.5% | +42.3% | -115.8% | -80.2% |
| 3Y | -24.4% | -4.4% | -20.0% | -35.4% |
| 5Y | -85.1% | -26.4% | -58.7% | -86.3% |
| All | -74.2% | +61.9% | -136.1% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling