+96.9%
PSX vs JHX
+44.7%
+52.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.3% | -12.8% | -2.9% |
| 7D | -5.2% | +13.3% | -18.4% | -2.7% |
| 30D | -3.7% | +17.1% | -20.9% | -0.5% |
| 3M | +26.8% | +4.1% | +22.7% | +28.7% |
| 6M | +47.3% | +48.5% | -1.2% | +58.8% |
| YTD | +105.4% | +42.3% | +63.1% | +123.7% |
| 1Y | +96.9% | +47.4% | +49.5% | +113.5% |
| All | +96.9% | +44.7% | +52.2% | +113.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling