-53.1%
TE vs JHX
+46.5%
-99.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | +0.2% | -6.3% | +6.5% | +2.5% |
| 30D | -5.9% | -7.7% | +1.8% | -3.2% |
| 3M | -45.6% | +19.2% | -64.7% | -48.9% |
| 6M | -43.4% | +38.3% | -81.6% | -49.4% |
| YTD | -31.0% | +37.2% | -68.2% | -38.5% |
| 1Y | +145.2% | +42.3% | +102.9% | +114.1% |
| 3Y | -24.1% | -4.4% | -19.7% | -27.0% |
| 5Y | -48.1% | -26.4% | -21.8% | -50.7% |
| All | -53.1% | +46.5% | -99.5% | -57.4% |
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