-35.4%
TLT vs JHX
-27.7%
-7.7%
-43.7%
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% | +0.1% |
| 7D | -1.6% | -6.3% | +4.7% | -1.3% |
| 30D | -1.1% | -7.7% | +6.6% | -0.8% |
| 3M | -4.9% | +19.2% | -24.0% | -5.7% |
| 6M | -5.0% | +38.3% | -43.3% | -6.6% |
| YTD | -4.4% | +37.2% | -41.6% | -6.0% |
| 1Y | -6.4% | +42.3% | -48.7% | -8.2% |
| 3Y | -2.0% | -4.4% | +2.4% | -3.5% |
| All | -35.4% | -27.7% | -7.7% | -40.2% |
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