+19.3%
TPR vs JHX
+44.7%
-25.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.7% | +0.6% |
| 7D | +12.6% | +13.3% | -0.6% | +7.8% |
| 30D | +7.1% | +17.1% | -10.0% | +1.3% |
| 3M | -19.4% | +4.1% | -23.4% | -21.0% |
| 6M | -9.7% | +48.5% | -58.2% | -23.1% |
| YTD | -1.0% | +42.3% | -43.3% | -16.5% |
| 1Y | +19.3% | +47.4% | -28.1% | -0.6% |
| All | +19.3% | +44.7% | -25.4% | -0.6% |
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 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