-21.3%
TOST vs JHX
+43.8%
-65.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -5.4% | -6.3% | +0.9% | -4.7% |
| 30D | -5.7% | -7.7% | +2.0% | -4.9% |
| 3M | +30.1% | +19.2% | +10.9% | +27.7% |
| 6M | +11.9% | +38.3% | -26.4% | +8.2% |
| YTD | -9.5% | +37.2% | -46.8% | -13.2% |
| 1Y | -21.3% | +42.3% | -63.5% | -24.1% |
| All | -21.3% | +43.8% | -65.0% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling