+1,924.4%
TER vs JHX
+2,220.4%
-296.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.6% |
| 7D | +9.4% | -4.9% | +14.2% | +11.3% |
| 30D | -2.4% | -9.3% | +6.9% | +0.8% |
| 3M | +6.5% | +28.1% | -21.5% | -2.9% |
| 6M | +23.2% | +35.2% | -12.0% | +10.8% |
| YTD | +91.5% | +35.9% | +55.6% | +72.3% |
| 1Y | +214.8% | +42.5% | +172.3% | +175.3% |
| 3Y | +275.3% | -4.5% | +279.8% | +247.6% |
| 5Y | +211.9% | -27.1% | +239.0% | +212.6% |
| 10Y | +1,825.5% | +104.2% | +1,721.2% | +1,203.6% |
| All | +1,924.4% | +2,220.4% | -296.1% | +768.0% |
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 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