+357.1%
T vs JHX
+2,243.5%
-1,886.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +1.5% | -6.3% | +7.8% | +2.4% |
| 30D | +7.5% | -7.7% | +15.2% | +8.6% |
| 3M | +14.8% | +19.2% | -4.3% | +11.6% |
| 6M | -1.7% | +38.3% | -40.0% | -7.2% |
| YTD | +8.7% | +37.2% | -28.5% | +2.5% |
| 1Y | -7.5% | +42.3% | -49.7% | -13.5% |
| 3Y | +110.2% | -4.4% | +114.6% | +99.2% |
| 5Y | +71.6% | -26.4% | +98.0% | +66.4% |
| 10Y | +74.5% | +106.3% | -31.7% | +36.4% |
| All | +357.1% | +2,243.5% | -1,886.4% | +153.8% |
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 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