-49.3%
TE vs JHX
-27.7%
-21.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | +0.2% | -6.3% | +6.5% | +3.3% |
| 30D | -5.9% | -7.7% | +1.8% | -2.2% |
| 3M | -45.6% | +19.2% | -64.7% | -50.2% |
| 6M | -43.4% | +38.3% | -81.6% | -51.6% |
| YTD | -31.0% | +37.2% | -68.2% | -41.4% |
| 1Y | +145.2% | +42.3% | +102.9% | +101.9% |
| 3Y | -24.1% | -4.4% | -19.7% | -30.3% |
| All | -49.3% | -27.7% | -21.7% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling