-38.4%
U vs JHX
+31.3%
-69.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | 0.0% |
| 7D | 0.0% | -4.9% | +4.8% | +2.2% |
| 30D | -4.1% | -9.3% | +5.2% | 0.0% |
| 3M | +57.8% | +28.1% | +29.7% | +39.7% |
| 6M | +103.5% | +35.2% | +68.3% | +72.6% |
| YTD | -4.8% | +35.9% | -40.6% | -20.5% |
| 1Y | -2.4% | +42.5% | -44.9% | -22.1% |
| 3Y | +11.7% | -4.5% | +16.1% | -7.9% |
| 5Y | -68.9% | -27.1% | -41.8% | -72.7% |
| All | -38.4% | +31.3% | -69.7% | -60.2% |
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