+216.4%
TER vs JHX
-27.7%
+244.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | +6.4% | -6.3% | +12.7% | +9.1% |
| 30D | -5.7% | -7.7% | +2.1% | -2.7% |
| 3M | -0.4% | +19.2% | -19.6% | -8.2% |
| 6M | +25.8% | +38.3% | -12.4% | +9.9% |
| YTD | +96.4% | +37.2% | +59.2% | +72.5% |
| 1Y | +229.2% | +42.3% | +186.9% | +181.6% |
| 3Y | +288.1% | -4.4% | +292.5% | +240.1% |
| All | +216.4% | -27.7% | +244.1% | +231.7% |
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