-25.1%
TGT vs JHX
-27.7%
+2.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -5.2% | -6.3% | +1.1% | -3.7% |
| 30D | +1.2% | -7.7% | +8.9% | +3.1% |
| 3M | +18.4% | +19.2% | -0.8% | +13.0% |
| 6M | +33.4% | +38.3% | -4.8% | +21.6% |
| YTD | +63.8% | +37.2% | +26.6% | +48.8% |
| 1Y | +77.2% | +42.3% | +34.9% | +58.5% |
| 3Y | +41.8% | -4.4% | +46.2% | +30.8% |
| All | -25.1% | -27.7% | +2.6% | -29.7% |
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