+797.8%
PH vs JHX
+106.3%
+691.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | -1.3% | -6.3% | +5.0% | +1.0% |
| 30D | -11.0% | -7.7% | -3.2% | -8.5% |
| 3M | +5.5% | +19.2% | -13.7% | -1.6% |
| 6M | +1.5% | +38.3% | -36.8% | -11.3% |
| YTD | +8.8% | +37.2% | -28.4% | -5.0% |
| 1Y | +24.5% | +42.3% | -17.8% | +6.1% |
| 3Y | +141.2% | -4.4% | +145.6% | +113.1% |
| 5Y | +256.3% | -26.4% | +282.7% | +242.5% |
| All | +797.8% | +106.3% | +691.6% | +389.8% |
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