+348.2%
T vs JHX
+2,220.4%
-1,872.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.9% |
| 7D | -2.4% | -4.9% | +2.4% | -1.8% |
| 30D | +4.3% | -9.3% | +13.6% | +5.7% |
| 3M | +11.6% | +28.1% | -16.5% | +7.3% |
| 6M | -5.6% | +35.2% | -40.8% | -10.5% |
| YTD | +6.6% | +35.9% | -29.3% | +0.6% |
| 1Y | -8.4% | +42.5% | -50.9% | -14.4% |
| 3Y | +107.8% | -4.5% | +112.3% | +96.9% |
| 5Y | +68.3% | -27.1% | +95.4% | +63.4% |
| 10Y | +71.1% | +104.2% | -33.1% | +33.9% |
| All | +348.2% | +2,220.4% | -1,872.3% | +149.1% |
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