-9.1%
T vs JHX
+56.2%
-65.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.0% |
| 7D | -1.3% | +1.5% | -2.8% | -1.3% |
| 30D | +11.4% | +7.2% | +4.2% | +11.3% |
| 3M | +14.3% | +29.9% | -15.6% | +14.3% |
| 6M | -9.3% | +35.4% | -44.6% | -8.8% |
| YTD | +7.1% | +46.5% | -39.4% | +6.7% |
| 1Y | -9.1% | +55.5% | -64.6% | -9.8% |
| All | -9.1% | +56.2% | -65.3% | -9.8% |
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 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