+225.2%
TPR vs JHX
-27.7%
+252.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.6% |
| 7D | -5.1% | -4.9% | -0.3% | -3.8% |
| 30D | -27.6% | -9.3% | -18.3% | -25.6% |
| 3M | -17.5% | +28.1% | -45.5% | -23.7% |
| 6M | -21.3% | +35.2% | -56.5% | -28.8% |
| YTD | -8.5% | +35.9% | -44.3% | -17.5% |
| 1Y | +11.5% | +42.5% | -31.1% | -1.4% |
| 3Y | +288.0% | -4.5% | +292.5% | +246.0% |
| 5Y | +225.2% | -27.1% | +252.3% | +249.1% |
| All | +225.2% | -27.7% | +252.8% | +249.1% |
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 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