+282.6%
TPR vs JHX
-3.0%
+285.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.6% |
| 7D | -7.3% | +1.6% | -8.9% | -7.6% |
| 30D | -30.7% | -5.0% | -25.7% | -30.0% |
| 3M | -21.6% | +24.5% | -46.1% | -25.5% |
| 6M | -21.3% | +34.9% | -56.2% | -26.9% |
| YTD | -10.2% | +39.3% | -49.5% | -17.1% |
| 1Y | +9.5% | +48.6% | -39.1% | -0.5% |
| All | +282.6% | -3.0% | +285.6% | +264.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling