-16.0%
TEAM vs JHX
-4.5%
-11.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -5.2% | -6.3% | +1.1% | -4.1% |
| 30D | +15.8% | -7.7% | +23.5% | +17.3% |
| 3M | +101.5% | +19.2% | +82.3% | +96.7% |
| 6M | +138.2% | +38.3% | +99.9% | +125.7% |
| YTD | +10.8% | +37.2% | -26.4% | +4.8% |
| 1Y | +1.7% | +42.3% | -40.6% | -4.9% |
| 3Y | -16.0% | -4.4% | -11.6% | -15.0% |
| All | -16.0% | -4.5% | -11.6% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling