+288.1%
TER vs JHX
-4.5%
+292.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | +6.4% | -6.3% | +12.7% | +8.6% |
| 30D | -5.7% | -7.7% | +2.1% | -3.2% |
| 3M | -0.4% | +19.2% | -19.6% | -6.8% |
| 6M | +25.8% | +38.3% | -12.4% | +12.6% |
| YTD | +96.4% | +37.2% | +59.2% | +77.0% |
| 1Y | +229.2% | +42.3% | +186.9% | +191.6% |
| 3Y | +288.1% | -4.4% | +292.5% | +260.0% |
| All | +288.1% | -4.5% | +292.6% | +260.0% |
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