+5,549.0%
PH vs JHX
+2,279.7%
+3,269.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.2% |
| 7D | 0.0% | +1.6% | -1.6% | -0.5% |
| 30D | -10.3% | -5.0% | -5.3% | -9.0% |
| 3M | +5.1% | +24.5% | -19.4% | -2.0% |
| 6M | +2.3% | +34.9% | -32.6% | -7.5% |
| YTD | +8.7% | +39.3% | -30.6% | -2.8% |
| 1Y | +26.8% | +48.6% | -21.8% | +10.3% |
| 3Y | +139.2% | -2.0% | +141.2% | +118.8% |
| 5Y | +251.1% | -24.4% | +275.5% | +238.1% |
| 10Y | +812.6% | +109.4% | +703.1% | +530.8% |
| All | +5,549.0% | +2,279.7% | +3,269.3% | +2,515.6% |
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 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