-66.5%
U vs JHX
-27.7%
-38.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.0% |
| 7D | +5.5% | -6.3% | +11.8% | +8.7% |
| 30D | -1.3% | -7.7% | +6.5% | +2.3% |
| 3M | +64.6% | +19.2% | +45.4% | +50.6% |
| 6M | +119.4% | +38.3% | +81.1% | +83.2% |
| YTD | -0.5% | +37.2% | -37.7% | -17.7% |
| 1Y | +1.3% | +42.3% | -41.0% | -19.6% |
| 3Y | +15.6% | -4.4% | +20.0% | -7.1% |
| All | -66.5% | -27.7% | -38.8% | -68.1% |
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