-53.4%
TE vs JHX
+45.0%
-98.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -5.9% |
| 7D | +0.9% | -4.9% | +5.7% | +2.6% |
| 30D | -16.3% | -9.3% | -7.0% | -13.3% |
| 3M | -40.8% | +28.1% | -68.8% | -45.7% |
| 6M | -42.6% | +35.2% | -77.8% | -48.3% |
| YTD | -31.4% | +35.9% | -67.3% | -38.7% |
| 1Y | +144.9% | +42.5% | +102.4% | +113.8% |
| 3Y | -26.0% | -4.5% | -21.5% | -28.8% |
| 5Y | -48.5% | -27.1% | -21.4% | -50.9% |
| All | -53.4% | +45.0% | -98.4% | -57.5% |
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