+5,149.7%
TPR vs JHX
+2,357.9%
+2,791.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.2% |
| 7D | -3.4% | +4.5% | -7.9% | -4.7% |
| 30D | -27.3% | -1.2% | -26.1% | -27.1% |
| 3M | -16.2% | +32.8% | -49.0% | -23.6% |
| 6M | -17.9% | +41.2% | -59.1% | -26.9% |
| YTD | -7.1% | +43.9% | -51.0% | -18.0% |
| 1Y | +13.6% | +48.0% | -34.4% | -1.1% |
| 3Y | +293.7% | +1.2% | +292.6% | +254.7% |
| 5Y | +239.1% | -22.6% | +261.7% | +225.6% |
| 10Y | +311.2% | +111.5% | +199.7% | +180.3% |
| All | +5,149.7% | +2,357.9% | +2,791.8% | +1,786.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling