+749.8%
TGT vs JHX
+2,243.5%
-1,493.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -5.2% | -6.3% | +1.1% | -4.0% |
| 30D | +1.2% | -7.7% | +8.9% | +2.7% |
| 3M | +18.4% | +19.2% | -0.8% | +14.0% |
| 6M | +33.4% | +38.3% | -4.8% | +23.9% |
| YTD | +63.8% | +37.2% | +26.6% | +51.9% |
| 1Y | +77.2% | +42.3% | +34.9% | +62.4% |
| 3Y | +41.8% | -4.4% | +46.2% | +34.9% |
| 5Y | -25.5% | -26.4% | +0.8% | -26.9% |
| 10Y | +204.9% | +106.3% | +98.7% | +134.5% |
| All | +749.8% | +2,243.5% | -1,493.7% | +337.6% |
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