+70.3%
T vs JHX
+106.3%
-36.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +1.5% | -6.3% | +7.8% | +2.3% |
| 30D | +7.5% | -7.7% | +15.2% | +8.5% |
| 3M | +14.8% | +19.2% | -4.3% | +11.9% |
| 6M | -1.7% | +38.3% | -40.0% | -6.7% |
| YTD | +8.7% | +37.2% | -28.5% | +3.0% |
| 1Y | -7.5% | +42.3% | -49.7% | -13.0% |
| 3Y | +110.2% | -4.4% | +114.6% | +98.9% |
| 5Y | +71.6% | -26.4% | +98.0% | +68.1% |
| All | +70.3% | +106.3% | -36.0% | +24.2% |
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