-27.7%
TOST vs JHX
-31.7%
+3.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +16.2% | +13.1% | +3.1% | +11.7% |
| 3M | -1.5% | -10.0% | +8.5% | +1.4% |
| 6M | +55.3% | +38.9% | +16.4% | +38.2% |
| YTD | -2.3% | +34.0% | -36.3% | -13.8% |
| 1Y | -5.5% | +66.0% | -71.5% | -22.8% |
| 3Y | +151.1% | -6.2% | +157.4% | +123.8% |
| All | -27.7% | -31.7% | +3.9% | -18.8% |
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