+12.3%
TPR vs JHX
+43.8%
-31.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.9% |
| 7D | -3.0% | -6.3% | +3.3% | -0.9% |
| 30D | -22.6% | -7.7% | -14.9% | -20.7% |
| 3M | -18.2% | +19.2% | -37.4% | -23.5% |
| 6M | -18.0% | +38.3% | -56.2% | -28.1% |
| YTD | -6.4% | +37.2% | -43.6% | -18.4% |
| 1Y | +12.3% | +42.3% | -30.0% | -3.8% |
| All | +12.3% | +43.8% | -31.5% | -3.8% |
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 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